-79.9%
FIG vs NVMI
+36.2%
-116.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +5.0% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | -2.3% | -8.4% | +6.1% | -3.4% |
| 3M | +20.0% | -33.6% | +53.5% | +15.4% |
| 6M | -16.7% | -14.7% | -2.0% | -21.6% |
| YTD | -37.9% | +13.2% | -51.1% | -45.3% |
| 1Y | -58.5% | +29.0% | -87.6% | -63.9% |
| All | -79.9% | +36.2% | -116.1% | -81.4% |
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