+524.1%
FAST vs NVMI
+3,062.9%
-2,538.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +1.8% | +6.9% | -5.1% | +0.5% |
| 30D | -6.4% | -2.8% | -3.6% | -6.1% |
| 3M | +5.3% | -27.3% | +32.7% | +10.4% |
| 6M | +5.4% | -13.7% | +19.1% | +5.7% |
| YTD | +23.6% | +13.8% | +9.7% | +16.4% |
| 1Y | +4.1% | +34.9% | -30.8% | -6.3% |
| 3Y | +92.4% | +213.5% | -121.2% | +31.6% |
| 5Y | +106.1% | +272.5% | -166.4% | +29.6% |
| 10Y | +524.1% | +3,142.4% | -2,618.3% | +183.4% |
| All | +524.1% | +3,062.9% | -2,538.8% | +183.4% |
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