+826.8%
UL vs NVMI
+1,995.1%
-1,168.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.4% | -1.1% |
| 7D | -1.3% | +11.7% | -13.0% | -1.7% |
| 30D | +0.9% | -4.0% | +5.0% | +1.0% |
| 3M | +14.2% | -25.8% | +40.0% | +15.2% |
| 6M | -3.2% | -8.3% | +5.1% | -3.4% |
| YTD | -0.3% | +14.8% | -15.2% | -1.6% |
| 1Y | -8.8% | +37.9% | -46.6% | -10.8% |
| 3Y | +23.9% | +216.3% | -192.4% | +15.1% |
| 5Y | +21.4% | +277.2% | -255.8% | +11.1% |
| 10Y | +66.7% | +3,074.3% | -3,007.7% | +38.6% |
| All | +826.8% | +1,995.1% | -1,168.2% | +543.7% |
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 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