+625.8%
NTAP vs NVMI
+3,158.6%
-2,532.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +7.0% | +8.0% |
| 7D | +7.4% | -0.1% | +7.5% | +7.4% |
| 30D | -1.4% | -8.4% | +7.0% | +1.2% |
| 3M | +24.6% | -33.6% | +58.1% | +39.8% |
| 6M | +105.9% | -14.7% | +120.6% | +108.1% |
| YTD | +88.5% | +13.2% | +75.3% | +70.3% |
| 1Y | +62.1% | +29.0% | +33.1% | +38.5% |
| 3Y | +169.1% | +215.0% | -45.9% | +53.4% |
| 5Y | +141.9% | +268.6% | -126.7% | +24.6% |
| All | +625.8% | +3,158.6% | -2,532.9% | +125.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling