-5.8%
Z vs NVMI
+3,055.7%
-3,061.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.8% | -7.0% |
| 7D | -3.3% | +11.7% | -14.9% | -7.6% |
| 30D | -3.7% | -4.0% | +0.3% | -2.8% |
| 3M | -7.0% | -25.8% | +18.8% | +0.5% |
| 6M | -29.5% | -8.3% | -21.2% | -32.5% |
| YTD | -52.6% | +14.8% | -67.4% | -60.0% |
| 1Y | -64.0% | +37.9% | -101.9% | -72.9% |
| 3Y | -36.4% | +216.3% | -252.7% | -73.0% |
| 5Y | -65.8% | +277.2% | -342.9% | -87.3% |
| 10Y | -5.8% | +3,074.3% | -3,080.1% | -81.9% |
| All | -5.8% | +3,055.7% | -3,061.6% | -81.9% |
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