+41.6%
NYT vs NVMI
+261.9%
-220.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +4.6% | -8.4% | +13.0% | +5.4% |
| 3M | -9.6% | -33.6% | +24.0% | -6.1% |
| 6M | -14.0% | -14.7% | +0.7% | -14.3% |
| YTD | -2.8% | +13.2% | -16.1% | -7.5% |
| 1Y | +15.6% | +29.0% | -13.4% | +7.0% |
| 3Y | +56.3% | +215.0% | -158.7% | +10.4% |
| All | +41.6% | +261.9% | -220.3% | -6.2% |
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