+26.3%
RACE vs NVMI
-34.5%
+60.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.1% |
| 7D | -3.9% | +15.3% | -19.2% | -4.2% |
| 30D | +6.8% | +0.1% | +6.7% | +7.0% |
| 3M | +1.3% | -14.0% | +15.3% | +2.1% |
| 6M | +26.3% | -35.2% | +61.5% | +27.5% |
| All | +26.3% | -34.5% | +60.8% | +27.5% |
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