-54.9%
REPL vs NVMI
+270.8%
-325.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -9.6% | +6.9% | -16.5% | -10.8% |
| 30D | +5.7% | -2.8% | +8.6% | +6.0% |
| 3M | +56.4% | -27.3% | +83.7% | +65.6% |
| 6M | +67.4% | -13.7% | +81.1% | +64.8% |
| YTD | +48.7% | +13.8% | +34.8% | +33.8% |
| 1Y | +148.3% | +34.9% | +113.4% | +108.9% |
| 3Y | -26.7% | +213.5% | -240.2% | -57.3% |
| All | -54.9% | +270.8% | -325.7% | -75.4% |
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