+311.1%
T vs NVMI
+1,995.1%
-1,683.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.4% |
| 7D | -1.5% | +11.7% | -13.2% | -1.9% |
| 30D | +7.6% | -4.0% | +11.7% | +7.7% |
| 3M | +15.3% | -25.8% | +41.1% | +16.1% |
| 6M | -8.5% | -8.3% | -0.2% | -8.7% |
| YTD | +6.8% | +14.8% | -8.1% | +5.6% |
| 1Y | -7.2% | +37.9% | -45.1% | -9.0% |
| 3Y | +108.2% | +216.3% | -108.0% | +95.4% |
| 5Y | +66.1% | +277.2% | -211.1% | +53.5% |
| 10Y | +65.3% | +3,074.3% | -3,009.0% | +39.6% |
| All | +311.1% | +1,995.1% | -1,683.9% | +189.6% |
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