+2,578.3%
O vs NVMI
+1,995.1%
+583.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -0.6% | +11.7% | -12.2% | -1.2% |
| 30D | -2.0% | -4.0% | +2.1% | -1.8% |
| 3M | +3.0% | -25.8% | +28.8% | +4.4% |
| 6M | -3.6% | -8.3% | +4.7% | -3.9% |
| YTD | +12.1% | +14.8% | -2.8% | +10.0% |
| 1Y | +8.9% | +37.9% | -29.0% | +5.5% |
| 3Y | +30.3% | +216.3% | -185.9% | +17.4% |
| 5Y | +13.7% | +277.2% | -263.5% | +0.2% |
| 10Y | +50.3% | +3,074.3% | -3,024.1% | +15.7% |
| All | +2,578.3% | +1,995.1% | +583.2% | +1,619.0% |
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