-68.9%
U vs NVMI
+263.1%
-331.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | 0.0% |
| 7D | 0.0% | +3.8% | -3.8% | -2.1% |
| 30D | -4.1% | -7.6% | +3.5% | -0.7% |
| 3M | +57.8% | -28.0% | +85.8% | +79.7% |
| 6M | +103.5% | -15.3% | +118.8% | +99.7% |
| YTD | -4.8% | +11.5% | -16.2% | -22.7% |
| 1Y | -2.4% | +31.6% | -34.0% | -28.9% |
| 3Y | +11.7% | +207.0% | -195.3% | -68.5% |
| 5Y | -68.9% | +262.8% | -331.7% | -92.4% |
| All | -68.9% | +263.1% | -331.9% | -92.4% |
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