+4.1%
USFR vs NVMI
+32.8%
-28.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.4% | -8.4% | +8.8% | +0.4% |
| 3M | +1.0% | -33.6% | +34.6% | +1.0% |
| 6M | +2.0% | -14.7% | +16.7% | +2.0% |
| YTD | +2.8% | +13.2% | -10.5% | +2.7% |
| 1Y | +4.1% | +29.0% | -24.9% | +4.1% |
| All | +4.1% | +32.8% | -28.7% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling