-33.6%
Z vs NVMI
-41.5%
+7.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +11.7% | -14.2% | -0.4% |
| 7D | -4.6% | +0.3% | -4.9% | -4.5% |
| 30D | +8.3% | -17.1% | +25.4% | +5.3% |
| 3M | -11.6% | -17.9% | +6.3% | -14.0% |
| 6M | -33.6% | -41.4% | +7.8% | -39.1% |
| All | -33.6% | -41.5% | +7.8% | -39.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling