+1,440.5%
FANG vs NVMI
+4,716.2%
-3,275.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +2.6% | -8.4% | +11.0% | +4.6% |
| 3M | +7.6% | -33.6% | +41.1% | +17.1% |
| 6M | +17.3% | -14.7% | +32.0% | +17.1% |
| YTD | +38.7% | +13.2% | +25.5% | +26.1% |
| 1Y | +51.6% | +29.0% | +22.6% | +30.8% |
| 3Y | +50.0% | +215.0% | -165.0% | -12.2% |
| 5Y | +237.6% | +268.6% | -31.0% | +74.8% |
| 10Y | +180.7% | +3,124.7% | -2,944.0% | -33.0% |
| All | +1,440.5% | +4,716.2% | -3,275.7% | +235.6% |
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