-27.3%
NRG vs NVMI
+32.8%
-60.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.0% |
| 7D | -4.7% | -0.1% | -4.6% | -4.6% |
| 30D | -6.0% | -8.4% | +2.4% | -2.9% |
| 3M | -8.0% | -33.6% | +25.6% | +5.4% |
| 6M | -23.2% | -14.7% | -8.5% | -22.4% |
| YTD | -28.1% | +13.2% | -41.3% | -37.2% |
| 1Y | -27.3% | +29.0% | -56.3% | -39.1% |
| All | -27.3% | +32.8% | -60.0% | -39.1% |
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