-31.0%
URA vs NVMI
+5,546.4%
-5,577.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | -1.2% |
| 7D | +1.1% | +6.6% | -5.5% | -1.2% |
| 30D | +7.4% | -7.5% | +14.9% | +10.2% |
| 3M | -8.4% | -28.5% | +20.1% | +1.9% |
| 6M | -12.7% | -15.7% | +3.0% | -9.0% |
| YTD | +7.8% | +13.3% | -5.5% | +1.8% |
| 1Y | +19.5% | +48.3% | -28.8% | +2.7% |
| 3Y | +116.4% | +191.2% | -74.8% | +38.2% |
| 5Y | +134.3% | +268.7% | -134.4% | +34.1% |
| 10Y | +359.3% | +3,034.8% | -2,675.5% | +20.3% |
| All | -31.0% | +5,546.4% | -5,577.4% | -86.4% |
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 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