+196.7%
W vs NVMI
+2,947.6%
-2,750.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +2.2% |
| 7D | +0.2% | +1.5% | -1.3% | -0.8% |
| 30D | +6.8% | -4.1% | +10.9% | +8.2% |
| 3M | +10.7% | -22.8% | +33.4% | +25.4% |
| 6M | +86.3% | -36.9% | +123.2% | +129.5% |
| YTD | +11.5% | -3.2% | +14.7% | +2.6% |
| 1Y | +5.1% | +7.1% | -2.0% | -10.3% |
| 3Y | +171.0% | +181.5% | -10.5% | +4.6% |
| 5Y | -56.6% | +141.2% | -197.8% | -81.2% |
| 10Y | +213.4% | +2,463.4% | -2,250.0% | -62.5% |
| All | +196.7% | +2,947.6% | -2,750.8% | -67.1% |
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 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