+213.6%
RF vs NVMI
+2,494.8%
-2,281.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +2.0% |
| 7D | +1.9% | +1.5% | +0.4% | +1.5% |
| 30D | +7.3% | -4.1% | +11.4% | +7.9% |
| 3M | -7.9% | -22.8% | +14.8% | -2.9% |
| 6M | +10.5% | -36.9% | +47.4% | +19.8% |
| YTD | +9.6% | -3.2% | +12.9% | +3.9% |
| 1Y | +20.3% | +7.1% | +13.2% | +10.3% |
| 3Y | +119.5% | +181.5% | -62.0% | +35.2% |
| 5Y | +48.2% | +141.2% | -93.0% | -7.9% |
| All | +213.6% | +2,494.8% | -2,281.2% | -6.4% |
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 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