+122.8%
NTAP vs NVMI
+263.1%
-140.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | -1.0% | +3.8% | -4.7% | -2.1% |
| 30D | -7.5% | -7.6% | +0.1% | -5.5% |
| 3M | +14.6% | -28.0% | +42.6% | +24.0% |
| 6M | +91.0% | -15.3% | +106.3% | +92.8% |
| YTD | +73.7% | +11.5% | +62.2% | +57.9% |
| 1Y | +51.2% | +31.6% | +19.6% | +28.7% |
| 3Y | +146.1% | +207.0% | -60.8% | +41.7% |
| 5Y | +122.8% | +262.8% | -140.0% | +14.8% |
| All | +122.8% | +263.1% | -140.2% | +14.8% |
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