+89.8%
RF vs NVMI
+265.1%
-175.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | +2.7% | +11.7% | -9.0% | +0.6% |
| 30D | -3.4% | -4.0% | +0.7% | -2.8% |
| 3M | +6.4% | -25.8% | +32.1% | +10.8% |
| 6M | +13.4% | -8.3% | +21.7% | +11.9% |
| YTD | +14.2% | +14.8% | -0.6% | +6.9% |
| 1Y | +15.7% | +37.9% | -22.2% | +3.1% |
| 3Y | +91.3% | +216.3% | -124.9% | +28.4% |
| 5Y | +89.8% | +277.2% | -187.4% | +21.9% |
| All | +89.8% | +265.1% | -175.3% | +21.9% |
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