-16.0%
Z vs NVMI
+2,539.4%
-2,555.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -4.6% |
| 7D | -6.5% | +7.6% | -14.1% | -9.4% |
| 30D | -0.1% | -7.7% | +7.6% | +2.0% |
| 3M | -14.1% | -15.4% | +1.2% | -10.5% |
| 6M | -30.1% | -37.5% | +7.5% | -21.8% |
| YTD | -57.5% | -0.8% | -56.7% | -62.8% |
| 1Y | -60.3% | +2.4% | -62.7% | -66.0% |
| 3Y | -21.0% | +191.5% | -212.5% | -66.3% |
| 5Y | -54.9% | +156.3% | -211.2% | -80.2% |
| 10Y | -16.0% | +2,539.4% | -2,555.4% | -83.5% |
| All | -16.0% | +2,539.4% | -2,555.4% | -83.5% |
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