+578.9%
FE vs NVMI
+1,967.2%
-1,388.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -0.7% |
| 7D | +1.9% | +6.6% | -4.7% | +1.8% |
| 30D | -1.2% | -7.5% | +6.4% | -1.0% |
| 3M | +3.5% | -28.5% | +32.0% | +4.1% |
| 6M | -6.1% | -15.7% | +9.7% | -6.0% |
| YTD | +7.6% | +13.3% | -5.7% | +6.9% |
| 1Y | +11.9% | +48.3% | -36.4% | +10.4% |
| 3Y | +48.4% | +191.2% | -142.8% | +43.0% |
| 5Y | +44.8% | +268.7% | -223.9% | +38.1% |
| 10Y | +115.9% | +3,034.8% | -2,918.9% | +97.4% |
| All | +578.9% | +1,967.2% | -1,388.3% | +486.0% |
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