+547.6%
P vs NVMI
+3,140.8%
-2,593.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.8% | +7.2% | +5.4% |
| 7D | +17.8% | +16.9% | +0.9% | +8.3% |
| 30D | -29.9% | -4.3% | -25.6% | -27.8% |
| 3M | -1.2% | -19.3% | +18.1% | +10.3% |
| 6M | +32.1% | -33.6% | +65.7% | +59.3% |
| YTD | +64.3% | -0.2% | +64.5% | +58.5% |
| 1Y | +24.3% | +5.1% | +19.2% | +16.2% |
| 3Y | +203.2% | +193.2% | +10.0% | +57.4% |
| 5Y | +290.4% | +148.6% | +141.8% | +111.2% |
| 10Y | +680.9% | +2,542.3% | -1,861.4% | +84.2% |
| All | +547.6% | +3,140.8% | -2,593.1% | +56.7% |
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