+46.2%
FE vs NVMI
+155.4%
-109.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.3% |
| 7D | -0.5% | +7.6% | -8.1% | -0.5% |
| 30D | +4.3% | -7.7% | +12.1% | +4.3% |
| 3M | +0.4% | -15.4% | +15.8% | +0.4% |
| 6M | +6.9% | -37.5% | +44.5% | +7.0% |
| YTD | +8.0% | -0.8% | +8.8% | +7.6% |
| 1Y | +4.8% | +2.4% | +2.4% | +4.4% |
| 3Y | +49.0% | +191.5% | -142.5% | +40.4% |
| 5Y | +46.2% | +156.3% | -110.1% | +34.3% |
| All | +46.2% | +155.4% | -109.2% | +34.3% |
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 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