+84.9%
USB vs NVMI
+2,539.4%
-2,454.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | +0.1% |
| 7D | +1.4% | +7.6% | -6.2% | -0.1% |
| 30D | +6.4% | -7.7% | +14.2% | +7.7% |
| 3M | -4.5% | -15.4% | +10.9% | -2.2% |
| 6M | +11.4% | -37.5% | +48.9% | +18.9% |
| YTD | +17.1% | -0.8% | +17.9% | +12.2% |
| 1Y | +32.6% | +2.4% | +30.2% | +25.9% |
| 3Y | +101.8% | +191.5% | -89.6% | +40.1% |
| 5Y | +25.1% | +156.3% | -131.2% | -13.4% |
| 10Y | +84.9% | +2,539.4% | -2,454.5% | -22.0% |
| All | +84.9% | +2,539.4% | -2,454.5% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling