+1,736.9%
NI vs NVMI
+1,933.5%
-196.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | -0.6% | +3.8% | -4.4% | -0.7% |
| 30D | -1.4% | -7.6% | +6.2% | -1.2% |
| 3M | -10.6% | -28.0% | +17.4% | -9.7% |
| 6M | -9.9% | -15.3% | +5.4% | -9.7% |
| YTD | +1.2% | +11.5% | -10.3% | +0.3% |
| 1Y | +4.4% | +31.6% | -27.2% | +2.8% |
| 3Y | +68.6% | +207.0% | -138.4% | +59.5% |
| 5Y | +98.0% | +262.8% | -164.8% | +85.0% |
| 10Y | +143.6% | +3,074.6% | -2,931.0% | +110.7% |
| All | +1,736.9% | +1,933.5% | -196.6% | +1,313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NVMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling