-52.3%
URA vs NVMI
+4,723.4%
-4,775.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.5% |
| 7D | -1.5% | +1.5% | -3.0% | -2.0% |
| 30D | -10.4% | -4.1% | -6.3% | -9.1% |
| 3M | -29.6% | -22.8% | -6.9% | -23.1% |
| 6M | -40.3% | -36.9% | -3.4% | -31.0% |
| YTD | -25.5% | -3.2% | -22.3% | -25.7% |
| 1Y | -26.4% | +7.1% | -33.5% | -29.1% |
| 3Y | +31.4% | +181.5% | -150.1% | -14.8% |
| 5Y | +28.6% | +141.2% | -112.6% | -15.0% |
| 10Y | +260.9% | +2,463.4% | -2,202.5% | +1.6% |
| All | -52.3% | +4,723.4% | -4,775.7% | -90.1% |
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