+71.7%
TER vs NVMI
+140.3%
-68.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.0% | -2.4% | -3.1% |
| 7D | +14.4% | +1.5% | +12.9% | +13.5% |
| 30D | -30.6% | -4.1% | -26.5% | -27.8% |
| 3M | -39.2% | -22.8% | -16.4% | -25.2% |
| 6M | -31.3% | -36.9% | +5.6% | -1.1% |
| YTD | +29.1% | -3.2% | +32.3% | +39.7% |
| 1Y | +47.4% | +7.1% | +40.4% | +49.2% |
| 3Y | +191.2% | +181.5% | +9.7% | +26.8% |
| All | +71.7% | +140.3% | -68.7% | -17.8% |
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 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