-37.5%
U vs NVMI
+646.5%
-683.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +1.9% |
| 7D | +4.5% | +11.7% | -7.2% | -1.8% |
| 30D | -0.6% | -4.0% | +3.5% | +0.9% |
| 3M | +48.4% | -25.8% | +74.2% | +66.5% |
| 6M | +115.4% | -8.3% | +123.7% | +102.0% |
| YTD | -3.2% | +14.8% | -18.1% | -22.4% |
| 1Y | -6.0% | +37.9% | -43.9% | -33.1% |
| 3Y | +13.5% | +216.3% | -202.8% | -66.2% |
| 5Y | -68.0% | +277.2% | -345.2% | -91.5% |
| All | -37.5% | +646.5% | -683.9% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling