+260.2%
NVMI vs JAAA
+26.5%
+233.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.4% |
| 7D | -0.1% | +0.1% | -0.2% | -0.3% |
| 30D | -8.4% | +0.5% | -8.9% | -9.6% |
| 3M | -33.6% | +1.3% | -34.8% | -35.6% |
| 6M | -14.7% | +2.8% | -17.5% | -20.3% |
| YTD | +13.2% | +3.3% | +10.0% | +4.8% |
| 1Y | +29.0% | +4.9% | +24.1% | +15.2% |
| 3Y | +215.0% | +19.0% | +196.0% | +154.1% |
| All | +260.2% | +26.5% | +233.7% | +192.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling