-0.6%
NLY vs NVMI
-14.5%
+13.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.7% | -0.2% |
| 7D | +2.1% | -16.2% | +18.3% | +3.0% |
| 30D | +2.3% | -28.9% | +31.3% | +4.3% |
| 3M | -13.7% | -30.3% | +16.7% | -12.0% |
| 6M | -9.6% | -45.6% | +36.0% | -7.1% |
| YTD | -6.5% | -14.6% | +8.2% | -5.9% |
| 1Y | -0.6% | -18.1% | +17.5% | 0.0% |
| All | -0.6% | -14.5% | +13.9% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling