-35.7%
U vs NVMI
+636.0%
-671.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +3.6% |
| 7D | +5.5% | -0.1% | +5.6% | +5.6% |
| 30D | -1.3% | -8.4% | +7.1% | +2.8% |
| 3M | +64.6% | -33.6% | +98.1% | +97.9% |
| 6M | +119.4% | -14.7% | +134.0% | +115.1% |
| YTD | -0.5% | +13.2% | -13.7% | -19.6% |
| 1Y | +1.3% | +29.0% | -27.7% | -24.8% |
| 3Y | +15.6% | +215.0% | -199.4% | -65.6% |
| 5Y | -67.5% | +268.6% | -336.0% | -91.2% |
| All | -35.7% | +636.0% | -671.6% | -90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling