+478.9%
USB vs NVMI
+1,457.2%
-978.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.1% | +3.0% | -1.6% |
| 7D | -1.5% | -16.2% | +14.8% | +0.2% |
| 30D | +4.3% | -28.9% | +33.2% | +7.7% |
| 3M | -6.1% | -30.3% | +24.3% | -3.0% |
| 6M | +9.4% | -45.6% | +55.0% | +14.8% |
| YTD | +15.2% | -14.6% | +29.8% | +15.2% |
| 1Y | +32.8% | -18.1% | +50.8% | +33.1% |
| 3Y | +91.3% | +179.2% | -87.9% | +66.4% |
| 5Y | +22.7% | +122.4% | -99.7% | +7.9% |
| 10Y | +97.0% | +2,169.6% | -2,072.6% | +39.9% |
| All | +478.9% | +1,457.2% | -978.3% | +206.3% |
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