+508.3%
USB vs NVMI
+1,967.2%
-1,459.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.8% |
| 7D | +1.4% | +6.6% | -5.2% | +0.8% |
| 30D | -1.3% | -7.5% | +6.2% | -0.7% |
| 3M | +15.2% | -28.5% | +43.7% | +18.3% |
| 6M | +18.8% | -15.7% | +34.6% | +19.6% |
| YTD | +21.0% | +13.3% | +7.7% | +18.0% |
| 1Y | +34.0% | +48.3% | -14.3% | +26.8% |
| 3Y | +95.3% | +191.2% | -95.9% | +69.4% |
| 5Y | +40.4% | +268.7% | -228.3% | +17.7% |
| 10Y | +107.3% | +3,034.8% | -2,927.5% | +43.1% |
| All | +508.3% | +1,967.2% | -1,459.0% | +213.8% |
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