-15.6%
Z vs NVMI
+2,494.8%
-2,510.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +4.6% |
| 7D | +0.8% | +1.5% | -0.6% | +0.2% |
| 30D | +5.2% | -4.1% | +9.3% | +5.7% |
| 3M | -17.0% | -22.8% | +5.7% | -10.4% |
| 6M | -22.7% | -36.9% | +14.2% | -14.1% |
| YTD | -56.3% | -3.2% | -53.1% | -61.4% |
| 1Y | -57.7% | +7.1% | -64.7% | -64.6% |
| 3Y | -16.5% | +181.5% | -198.0% | -63.9% |
| 5Y | -53.4% | +141.2% | -194.6% | -79.0% |
| All | -15.6% | +2,494.8% | -2,510.4% | -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