+68.3%
T vs NVMI
+263.1%
-194.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.5% |
| 7D | -2.4% | +3.8% | -6.2% | -2.2% |
| 30D | +4.3% | -7.6% | +11.8% | +3.9% |
| 3M | +11.6% | -28.0% | +39.6% | +10.1% |
| 6M | -5.6% | -15.3% | +9.7% | -6.0% |
| YTD | +6.6% | +11.5% | -4.9% | +7.3% |
| 1Y | -8.4% | +31.6% | -40.0% | -7.2% |
| 3Y | +107.8% | +207.0% | -99.1% | +107.7% |
| 5Y | +68.3% | +262.8% | -194.5% | +63.1% |
| All | +68.3% | +263.1% | -194.8% | +63.1% |
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 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