+296.3%
RF vs NVMI
+1,751.3%
-1,455.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.4% | -4.2% | +1.4% |
| 7D | -0.1% | +9.6% | -9.8% | -1.4% |
| 30D | +7.0% | -5.6% | +12.6% | +7.6% |
| 3M | -7.0% | -15.2% | +8.2% | -5.5% |
| 6M | +6.8% | -36.1% | +42.8% | +11.3% |
| YTD | +9.9% | +1.5% | +8.4% | +7.2% |
| 1Y | +21.1% | +8.3% | +12.8% | +17.0% |
| 3Y | +119.6% | +212.6% | -93.0% | +79.4% |
| 5Y | +46.2% | +158.4% | -112.2% | +20.8% |
| 10Y | +261.5% | +2,587.4% | -2,325.9% | +125.6% |
| All | +296.3% | +1,751.3% | -1,455.0% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling