+681.1%
P vs NVMI
+3,158.6%
-2,477.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.8% | +3.5% |
| 7D | -1.3% | -0.1% | -1.3% | -1.2% |
| 30D | -11.9% | -8.4% | -3.5% | -8.0% |
| 3M | +41.6% | -33.6% | +75.2% | +73.0% |
| 6M | +58.1% | -14.7% | +72.8% | +66.2% |
| YTD | +46.5% | +13.2% | +33.3% | +31.9% |
| 1Y | +19.1% | +29.0% | -10.0% | -0.7% |
| 3Y | +150.6% | +215.0% | -64.4% | +22.5% |
| 5Y | +271.8% | +268.6% | +3.2% | +59.4% |
| All | +681.1% | +3,158.6% | -2,477.6% | +83.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling