+165.0%
W vs NVMI
+3,515.6%
-3,350.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.3% |
| 7D | +6.5% | +11.7% | -5.2% | -0.5% |
| 30D | -6.2% | -4.0% | -2.2% | -4.4% |
| 3M | +48.9% | -25.8% | +74.6% | +72.7% |
| 6M | +31.2% | -8.3% | +39.5% | +30.5% |
| YTD | -0.4% | +14.8% | -15.3% | -15.2% |
| 1Y | +14.8% | +37.9% | -23.0% | -15.8% |
| 3Y | +40.5% | +216.3% | -175.8% | -48.0% |
| 5Y | -62.1% | +277.2% | -339.3% | -87.3% |
| 10Y | +141.5% | +3,074.3% | -2,932.8% | -73.8% |
| All | +165.0% | +3,515.6% | -3,350.6% | -72.8% |
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