+293.2%
RF vs NVMI
+1,709.4%
-1,416.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | +0.3% | +7.6% | -7.2% | -0.7% |
| 30D | +6.2% | -7.7% | +13.9% | +7.0% |
| 3M | -7.8% | -15.4% | +7.5% | -6.3% |
| 6M | +5.9% | -37.5% | +43.4% | +10.8% |
| YTD | +9.0% | -0.8% | +9.9% | +6.7% |
| 1Y | +19.3% | +2.4% | +16.9% | +16.0% |
| 3Y | +116.4% | +191.5% | -75.0% | +78.4% |
| 5Y | +46.0% | +156.3% | -110.3% | +20.8% |
| 10Y | +239.8% | +2,539.4% | -2,299.6% | +112.5% |
| All | +293.2% | +1,709.4% | -1,416.3% | +75.2% |
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