-39.2%
TER vs NVMI
-21.5%
-17.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.0% | -2.4% | -2.1% |
| 7D | +14.4% | +1.5% | +12.9% | +12.9% |
| 30D | -30.6% | -4.1% | -26.5% | -25.4% |
| 3M | -39.2% | -22.8% | -16.4% | -16.8% |
| All | -39.2% | -21.5% | -17.7% | -16.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling