+589.0%
FE vs NVMI
+1,665.9%
-1,076.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.1% |
| 7D | +1.2% | +1.5% | -0.3% | +1.2% |
| 30D | +4.5% | -4.1% | +8.6% | +4.6% |
| 3M | +1.3% | -22.8% | +24.1% | +1.8% |
| 6M | +8.7% | -36.9% | +45.5% | +9.4% |
| YTD | +9.2% | -3.2% | +12.4% | +8.8% |
| 1Y | +7.0% | +7.1% | -0.1% | +6.3% |
| 3Y | +51.4% | +181.5% | -130.1% | +45.8% |
| 5Y | +47.7% | +141.2% | -93.5% | +42.2% |
| 10Y | +125.0% | +2,463.4% | -2,338.4% | +106.4% |
| All | +589.0% | +1,665.9% | -1,076.8% | +496.3% |
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 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