+727.1%
RACE vs NVMI
+3,128.6%
-2,401.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -1.1% |
| 7D | -3.9% | +15.3% | -19.2% | -7.3% |
| 30D | +6.8% | +0.1% | +6.7% | +6.3% |
| 3M | +1.3% | -14.0% | +15.3% | +3.9% |
| 6M | +26.3% | -35.2% | +61.5% | +35.8% |
| YTD | +13.8% | +3.7% | +10.1% | +6.3% |
| 1Y | -0.5% | +10.3% | -10.7% | -8.9% |
| 3Y | +25.6% | +204.8% | -179.2% | -23.4% |
| 5Y | +67.6% | +158.9% | -91.3% | +4.1% |
| 10Y | +724.7% | +2,646.9% | -1,922.3% | +117.9% |
| All | +727.1% | +3,128.6% | -2,401.5% | +99.5% |
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 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