+40.4%
PL vs NVMI
+234.2%
-193.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -0.9% |
| 7D | +22.3% | +16.9% | +5.4% | +12.4% |
| 30D | -8.3% | -4.3% | -4.0% | -5.5% |
| 3M | -43.3% | -19.3% | -24.0% | -36.2% |
| 6M | -65.8% | -33.6% | -32.3% | -57.5% |
| YTD | -29.5% | -0.2% | -29.3% | -30.5% |
| 1Y | +11.7% | +5.1% | +6.7% | +7.2% |
| 3Y | +540.6% | +193.2% | +347.4% | +242.0% |
| 5Y | +32.9% | +148.6% | -115.7% | -27.5% |
| All | +40.4% | +234.2% | -193.8% | -23.9% |
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