+1,117.5%
FDX vs NVMI
+1,720.2%
-602.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.7% |
| 7D | +0.8% | +16.9% | -16.1% | -0.7% |
| 30D | +9.9% | -4.3% | +14.2% | +10.1% |
| 3M | -1.9% | -19.3% | +17.4% | -0.4% |
| 6M | +6.1% | -33.6% | +39.6% | +9.0% |
| YTD | +38.8% | -0.2% | +39.0% | +37.0% |
| 1Y | +50.0% | +5.1% | +44.9% | +47.2% |
| 3Y | +71.0% | +193.2% | -122.1% | +50.1% |
| 5Y | +72.5% | +148.6% | -76.1% | +52.2% |
| 10Y | +153.1% | +2,542.3% | -2,389.1% | +87.5% |
| All | +1,117.5% | +1,720.2% | -602.7% | +655.0% |
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