+306.2%
NTAP vs NVMI
+1,995.1%
-1,688.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +3.3% | +11.7% | -8.4% | +1.2% |
| 30D | -0.2% | -4.0% | +3.8% | +0.4% |
| 3M | +11.4% | -25.8% | +37.1% | +16.3% |
| 6M | +88.7% | -8.3% | +97.0% | +88.2% |
| YTD | +78.9% | +14.8% | +64.1% | +70.5% |
| 1Y | +58.8% | +37.9% | +21.0% | +45.9% |
| 3Y | +153.5% | +216.3% | -62.7% | +96.0% |
| 5Y | +136.7% | +277.2% | -140.5% | +75.5% |
| 10Y | +590.2% | +3,074.3% | -2,484.1% | +260.6% |
| All | +306.2% | +1,995.1% | -1,688.9% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling