+49.0%
FE vs NVMI
+204.4%
-155.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.4% |
| 7D | -0.5% | +7.6% | -8.1% | -0.3% |
| 30D | +4.3% | -7.7% | +12.1% | +4.2% |
| 3M | +0.4% | -15.4% | +15.8% | +0.1% |
| 6M | +6.9% | -37.5% | +44.5% | +5.9% |
| YTD | +8.0% | -0.8% | +8.8% | +8.5% |
| 1Y | +4.8% | +2.4% | +2.4% | +5.5% |
| 3Y | +49.0% | +191.5% | -142.5% | +37.3% |
| All | +49.0% | +204.4% | -155.4% | +37.3% |
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 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