-18.5%
Z vs NVMI
+2,574.6%
-2,593.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -0.8% |
| 7D | -4.9% | +16.9% | -21.8% | -10.9% |
| 30D | +3.0% | -4.3% | +7.2% | +3.6% |
| 3M | -13.4% | -19.3% | +5.9% | -8.0% |
| 6M | -27.3% | -33.6% | +6.2% | -20.9% |
| YTD | -57.8% | -0.2% | -57.6% | -63.1% |
| 1Y | -60.0% | +5.1% | -65.1% | -66.2% |
| 3Y | -21.5% | +193.2% | -214.7% | -66.6% |
| 5Y | -55.0% | +148.6% | -203.6% | -79.9% |
| All | -18.5% | +2,574.6% | -2,593.1% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling