+43.0%
RF vs NVMI
+141.5%
-98.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.1% | -2.4% |
| 7D | -0.9% | +0.3% | -1.2% | -1.1% |
| 30D | +6.0% | -17.1% | +23.1% | +9.2% |
| 3M | -8.9% | -17.9% | +9.0% | -6.3% |
| 6M | +2.3% | -41.4% | +43.8% | +10.1% |
| YTD | +7.6% | -4.6% | +12.2% | +3.2% |
| 1Y | +21.2% | -0.3% | +21.4% | +14.8% |
| 3Y | +108.5% | +214.5% | -105.9% | +33.9% |
| All | +43.0% | +141.5% | -98.4% | -5.7% |
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 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