+221.0%
TER vs NVMI
+30.7%
+190.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -1.6% |
| 7D | +9.4% | +3.8% | +5.6% | +5.7% |
| 30D | -2.4% | -7.6% | +5.1% | +5.3% |
| 3M | +6.5% | -28.0% | +34.5% | +46.2% |
| 6M | +23.2% | -15.3% | +38.5% | +46.3% |
| YTD | +91.5% | +11.5% | +80.0% | +79.0% |
| All | +221.0% | +30.7% | +190.3% | +169.2% |
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