+5,453.7%
FAST vs NVMI
+1,639.9%
+3,813.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.7% | -11.6% | -0.9% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +6.9% | -17.1% | +24.0% | +8.6% |
| 3M | +4.8% | -17.9% | +22.7% | +6.4% |
| 6M | +19.8% | -41.4% | +61.2% | +24.6% |
| YTD | +34.9% | -4.6% | +39.5% | +33.3% |
| 1Y | +32.8% | -0.3% | +33.0% | +30.5% |
| 3Y | +93.7% | +214.5% | -120.7% | +66.1% |
| 5Y | +105.3% | +148.5% | -43.1% | +78.2% |
| 10Y | +595.4% | +2,435.9% | -1,840.5% | +390.1% |
| All | +5,453.7% | +1,639.9% | +3,813.9% | +3,274.8% |
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