+2,057.9%
FDS vs NVMI
+1,967.2%
+90.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.5% | -9.0% | -4.0% |
| 7D | -1.9% | +6.6% | -8.5% | -2.5% |
| 30D | +9.0% | -7.5% | +16.5% | +9.6% |
| 3M | +18.9% | -28.5% | +47.3% | +21.0% |
| 6M | +35.1% | -15.7% | +50.9% | +34.6% |
| YTD | +5.5% | +13.3% | -7.8% | +1.8% |
| 1Y | -16.8% | +48.3% | -65.1% | -22.2% |
| 3Y | -28.1% | +191.2% | -219.3% | -38.6% |
| 5Y | -17.4% | +268.7% | -286.1% | -31.9% |
| 10Y | +85.4% | +3,034.8% | -2,949.3% | +25.6% |
| All | +2,057.9% | +1,967.2% | +90.7% | +1,118.9% |
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