+92.6%
RACE vs NVMI
+265.1%
-172.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -1.0% | +11.7% | -12.7% | -3.1% |
| 30D | -1.5% | -4.0% | +2.5% | -1.0% |
| 3M | +15.5% | -25.8% | +41.2% | +20.6% |
| 6M | +17.3% | -8.3% | +25.6% | +15.9% |
| YTD | +11.1% | +14.8% | -3.7% | +3.5% |
| 1Y | -14.3% | +37.9% | -52.1% | -24.3% |
| 3Y | +40.2% | +216.3% | -176.1% | -12.4% |
| 5Y | +92.6% | +277.2% | -184.6% | +10.1% |
| All | +92.6% | +265.1% | -172.5% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling