+47.6%
FE vs NVMI
+274.3%
-226.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.5% |
| 7D | -0.2% | +6.9% | -7.1% | -0.2% |
| 30D | -1.2% | -2.8% | +1.7% | -1.2% |
| 3M | +1.7% | -27.3% | +29.0% | +1.7% |
| 6M | -7.5% | -13.7% | +6.2% | -7.6% |
| YTD | +6.3% | +13.8% | -7.5% | +5.9% |
| 1Y | +10.9% | +34.9% | -24.0% | +10.2% |
| 3Y | +46.9% | +213.5% | -166.6% | +38.9% |
| 5Y | +47.6% | +272.5% | -224.9% | +33.2% |
| All | +47.6% | +274.3% | -226.7% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling