-36.0%
FDS vs NVMI
+203.1%
-239.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -6.0% |
| 7D | -16.0% | +3.8% | -19.8% | -15.7% |
| 30D | -6.7% | -7.6% | +0.8% | -7.2% |
| 3M | +6.0% | -28.0% | +34.0% | +4.3% |
| 6M | +25.1% | -15.3% | +40.4% | +22.4% |
| YTD | -8.1% | +11.5% | -19.6% | -11.4% |
| 1Y | -26.0% | +31.6% | -57.6% | -29.6% |
| All | -36.0% | +203.1% | -239.1% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling