-42.4%
NIO vs NVMI
+1,274.1%
-1,316.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -4.2% |
| 7D | -13.0% | +6.6% | -19.6% | -15.9% |
| 30D | -18.3% | -7.5% | -10.8% | -15.7% |
| 3M | -33.2% | -28.5% | -4.7% | -24.3% |
| 6M | -21.5% | -15.7% | -5.7% | -21.3% |
| YTD | -25.5% | +13.3% | -38.8% | -37.7% |
| 1Y | -38.0% | +48.3% | -86.3% | -56.1% |
| 3Y | -65.5% | +191.2% | -256.7% | -88.0% |
| 5Y | -90.6% | +268.7% | -359.3% | -97.3% |
| All | -42.4% | +1,274.1% | -1,316.5% | -93.3% |
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