+43.2%
TER vs NVMI
-11.6%
+54.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.4% | -4.4% | -4.5% |
| 7D | -19.9% | -11.8% | -8.1% | -9.5% |
| 30D | -43.5% | -24.8% | -18.7% | -25.7% |
| 3M | -37.8% | -28.6% | -9.2% | -13.7% |
| 6M | -25.6% | -40.0% | +14.4% | +22.0% |
| YTD | +29.8% | -10.1% | +39.9% | +55.1% |
| 1Y | +43.2% | -9.8% | +52.9% | +70.2% |
| All | +43.2% | -11.6% | +54.7% | +70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling