+715.6%
RACE vs NVMI
+3,427.0%
-2,711.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.4% | -3.2% |
| 7D | -2.5% | +6.6% | -9.1% | -4.1% |
| 30D | +0.8% | -7.5% | +8.3% | +2.4% |
| 3M | +17.2% | -28.5% | +45.7% | +24.8% |
| 6M | +13.6% | -15.7% | +29.3% | +14.5% |
| YTD | +12.2% | +13.3% | -1.1% | +3.5% |
| 1Y | -16.3% | +48.3% | -64.5% | -29.3% |
| 3Y | +36.4% | +191.2% | -154.8% | -14.3% |
| 5Y | +95.0% | +268.7% | -173.7% | +9.3% |
| 10Y | +813.2% | +3,034.8% | -2,221.6% | +133.3% |
| All | +715.6% | +3,427.0% | -2,711.4% | +94.2% |
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