+5,647.6%
FAST vs NVMI
+1,709.4%
+3,938.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.7% |
| 7D | +4.8% | +7.6% | -2.8% | +4.0% |
| 30D | +8.6% | -7.7% | +16.3% | +9.2% |
| 3M | +5.7% | -15.4% | +21.0% | +7.0% |
| 6M | +25.5% | -37.5% | +63.0% | +29.8% |
| YTD | +39.6% | -0.8% | +40.4% | +37.5% |
| 1Y | +35.5% | +2.4% | +33.1% | +32.8% |
| 3Y | +96.2% | +191.5% | -95.3% | +69.5% |
| 5Y | +110.2% | +156.3% | -46.1% | +81.9% |
| 10Y | +531.8% | +2,539.4% | -2,007.5% | +343.7% |
| All | +5,647.6% | +1,709.4% | +3,938.2% | +3,379.4% |
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 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