+24.7%
Z vs NVMI
+2,891.2%
-2,866.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -4.3% |
| 7D | -3.0% | +6.6% | -9.6% | -5.5% |
| 30D | -4.2% | -7.5% | +3.3% | -1.7% |
| 3M | -3.7% | -28.5% | +24.8% | +5.3% |
| 6M | -24.5% | -15.7% | -8.8% | -24.9% |
| YTD | -49.3% | +13.3% | -62.6% | -56.8% |
| 1Y | -58.7% | +48.3% | -107.0% | -69.8% |
| 3Y | -34.1% | +191.2% | -225.4% | -69.9% |
| 5Y | -64.5% | +268.7% | -333.2% | -86.3% |
| 10Y | -0.5% | +3,034.8% | -3,035.3% | -80.7% |
| All | +24.7% | +2,891.2% | -2,866.5% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling