+71.5%
FDX vs NVMI
+192.6%
-121.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.6% |
| 7D | +0.8% | +16.9% | -16.1% | -1.0% |
| 30D | +9.9% | -4.3% | +14.2% | +10.2% |
| 3M | -1.9% | -19.3% | +17.4% | +0.2% |
| 6M | +6.1% | -33.6% | +39.6% | +10.2% |
| YTD | +38.8% | -0.2% | +39.0% | +36.4% |
| 1Y | +50.0% | +5.1% | +44.9% | +46.2% |
| All | +71.5% | +192.6% | -121.1% | +23.6% |
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