+499.9%
P vs NVMI
+3,121.6%
-2,621.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | +0.3% |
| 7D | -13.3% | +7.6% | -20.9% | -16.4% |
| 30D | -34.0% | -7.7% | -26.3% | -30.7% |
| 3M | +4.1% | -15.4% | +19.4% | +13.6% |
| 6M | +30.5% | -37.5% | +68.0% | +62.6% |
| YTD | +52.2% | -0.8% | +53.0% | +47.4% |
| 1Y | +10.3% | +2.4% | +7.9% | +4.6% |
| 3Y | +180.9% | +191.5% | -10.6% | +46.4% |
| 5Y | +259.7% | +156.3% | +103.4% | +91.8% |
| 10Y | +652.6% | +2,539.4% | -1,886.8% | +78.2% |
| All | +499.9% | +3,121.6% | -2,621.7% | +45.7% |
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