+211.9%
TER vs NVMI
+263.1%
-51.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.0% |
| 7D | +9.4% | +3.8% | +5.6% | +6.5% |
| 30D | -2.4% | -7.6% | +5.1% | +3.6% |
| 3M | +6.5% | -28.0% | +34.5% | +37.4% |
| 6M | +23.2% | -15.3% | +38.5% | +42.5% |
| YTD | +91.5% | +11.5% | +80.0% | +84.3% |
| 1Y | +214.8% | +31.6% | +183.2% | +172.1% |
| 3Y | +275.3% | +207.0% | +68.4% | +54.0% |
| 5Y | +211.9% | +262.8% | -50.9% | +14.2% |
| All | +211.9% | +263.1% | -51.2% | +14.2% |
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 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