+7.0%
FE vs NVMI
+2.8%
+4.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.0% |
| 7D | +1.2% | +1.5% | -0.3% | +1.3% |
| 30D | +4.5% | -4.1% | +8.6% | +4.5% |
| 3M | +1.3% | -22.8% | +24.1% | +1.0% |
| 6M | +8.7% | -36.9% | +45.5% | +7.8% |
| YTD | +9.2% | -3.2% | +12.4% | +8.3% |
| 1Y | +7.0% | +7.1% | -0.1% | +6.3% |
| All | +7.0% | +2.8% | +4.1% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling