-30.3%
PL vs NVMI
-13.9%
-16.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.8% | -4.5% |
| 7D | -9.3% | +6.6% | -15.9% | -12.8% |
| 30D | -18.9% | -7.5% | -11.4% | -15.4% |
| 3M | -58.4% | -28.5% | -29.9% | -49.9% |
| 6M | -30.3% | -15.7% | -14.6% | -20.4% |
| All | -30.3% | -13.9% | -16.4% | -20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling