+155.9%
NUE vs NVMI
+261.9%
-106.0%
-47.8%
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% | +1.2% |
| 7D | -0.6% | -0.1% | -0.6% | -0.6% |
| 30D | -4.6% | -8.4% | +3.8% | -2.8% |
| 3M | -0.3% | -33.6% | +33.2% | +7.7% |
| 6M | +51.9% | -14.7% | +66.6% | +53.3% |
| YTD | +60.0% | +13.2% | +46.8% | +49.9% |
| 1Y | +82.9% | +29.0% | +53.9% | +64.4% |
| 3Y | +66.0% | +215.0% | -149.0% | +8.3% |
| All | +155.9% | +261.9% | -106.0% | +46.7% |
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