-12.7%
REPL vs NVMI
+1,192.0%
-1,204.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.1% | -6.3% | -7.7% |
| 7D | -13.4% | +3.8% | -17.2% | -14.4% |
| 30D | -3.0% | -7.6% | +4.6% | -1.0% |
| 3M | +56.3% | -28.0% | +84.3% | +70.6% |
| 6M | +60.9% | -15.3% | +76.2% | +58.4% |
| YTD | +36.2% | +11.5% | +24.8% | +18.6% |
| 1Y | +121.0% | +31.6% | +89.4% | +75.9% |
| 3Y | -32.8% | +207.0% | -239.8% | -66.9% |
| 5Y | -58.7% | +262.8% | -321.5% | -82.5% |
| All | -12.7% | +1,192.0% | -1,204.7% | -85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling