-18.6%
NRG vs NVMI
+53.9%
-72.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +5.5% | +0.9% | +4.4% |
| 7D | +7.1% | +6.6% | +0.5% | +4.7% |
| 30D | -1.4% | -7.5% | +6.1% | +1.3% |
| 3M | -10.5% | -28.5% | +18.0% | -1.3% |
| 6M | -26.7% | -15.7% | -11.0% | -25.5% |
| YTD | -24.5% | +13.3% | -37.8% | -33.2% |
| 1Y | -18.6% | +48.3% | -66.8% | -27.7% |
| All | -18.6% | +53.9% | -72.4% | -27.7% |
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