+66.7%
FITB vs NVMI
+261.9%
-195.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.3% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -5.7% | -8.4% | +2.7% | -4.3% |
| 3M | +3.2% | -33.6% | +36.7% | +9.8% |
| 6M | +23.4% | -14.7% | +38.1% | +24.0% |
| YTD | +18.8% | +13.2% | +5.6% | +12.1% |
| 1Y | +25.0% | +29.0% | -4.0% | +13.9% |
| 3Y | +131.2% | +215.0% | -83.8% | +57.3% |
| All | +66.7% | +261.9% | -195.2% | +8.5% |
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