+116.8%
NYT vs NVMI
+1,965.6%
-1,848.8%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 6M | -14.0% | -14.7% | +0.7% | -13.8% |
| YTD | -2.8% | +13.2% | -16.1% | -5.7% |
| 1Y | +15.6% | +29.0% | -13.4% | +10.2% |
| 3Y | +56.3% | +215.0% | -158.7% | +32.5% |
| 5Y | +39.5% | +268.6% | -229.1% | +15.3% |
| 10Y | +488.0% | +3,124.7% | -2,636.7% | +292.8% |
| All | +116.8% | +1,965.6% | -1,848.8% | +15.8% |
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