+3,950.3%
NUE vs NVMI
+1,933.5%
+2,016.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.7% |
| 7D | -2.7% | +3.8% | -6.5% | -3.1% |
| 30D | -6.1% | -7.6% | +1.5% | -5.3% |
| 3M | +2.2% | -28.0% | +30.2% | +5.4% |
| 6M | +50.8% | -15.3% | +66.1% | +52.1% |
| YTD | +57.5% | +11.5% | +46.1% | +53.7% |
| 1Y | +82.5% | +31.6% | +50.9% | +74.2% |
| 3Y | +61.7% | +207.0% | -145.3% | +38.2% |
| 5Y | +145.1% | +262.8% | -117.7% | +104.1% |
| 10Y | +577.8% | +3,074.6% | -2,496.8% | +359.6% |
| All | +3,950.3% | +1,933.5% | +2,016.8% | +1,959.0% |
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 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