+193.5%
NRG vs NVMI
+261.9%
-68.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.1% |
| 7D | -4.7% | -0.1% | -4.6% | -4.6% |
| 30D | -6.0% | -8.4% | +2.4% | -3.3% |
| 3M | -8.0% | -33.6% | +25.6% | +3.4% |
| 6M | -23.2% | -14.7% | -8.5% | -21.1% |
| YTD | -28.1% | +13.2% | -41.3% | -32.7% |
| 1Y | -27.3% | +29.0% | -56.3% | -34.9% |
| 3Y | +208.7% | +215.0% | -6.3% | +119.4% |
| All | +193.5% | +261.9% | -68.4% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling