+48.3%
NVMI vs JAAA
+4.9%
+43.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +4.6% |
| 7D | +6.6% | +0.2% | +6.4% | +4.5% |
| 30D | -7.5% | +0.5% | -8.1% | -13.1% |
| 3M | -28.5% | +1.3% | -29.8% | -38.8% |
| 6M | -15.7% | +2.7% | -18.4% | -39.0% |
| YTD | +13.3% | +3.2% | +10.1% | -23.0% |
| 1Y | +48.3% | +4.9% | +43.4% | -29.5% |
| All | +48.3% | +4.9% | +43.4% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling