+106.8%
FAST vs NVMI
+265.1%
-158.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.6% |
| 7D | +1.3% | +11.7% | -10.4% | -0.2% |
| 30D | -4.7% | -4.0% | -0.7% | -4.3% |
| 3M | +7.9% | -25.8% | +33.7% | +11.5% |
| 6M | +7.4% | -8.3% | +15.8% | +6.7% |
| YTD | +25.1% | +14.8% | +10.2% | +19.2% |
| 1Y | +4.7% | +37.9% | -33.2% | -3.8% |
| 3Y | +94.7% | +216.3% | -121.6% | +39.0% |
| 5Y | +106.8% | +277.2% | -170.4% | +35.7% |
| All | +106.8% | +265.1% | -158.3% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling