+169.8%
FITB vs NVMI
+1,976.9%
-1,807.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -0.4% | +6.9% | -7.3% | -1.3% |
| 30D | -5.1% | -2.8% | -2.3% | -4.9% |
| 3M | +3.5% | -27.3% | +30.9% | +7.3% |
| 6M | +17.2% | -13.7% | +30.9% | +17.9% |
| YTD | +17.6% | +13.8% | +3.8% | +13.5% |
| 1Y | +23.4% | +34.9% | -11.5% | +15.6% |
| 3Y | +129.7% | +213.5% | -83.8% | +85.8% |
| 5Y | +68.4% | +272.5% | -204.1% | +31.2% |
| 10Y | +285.6% | +3,142.4% | -2,856.8% | +127.1% |
| All | +169.8% | +1,976.9% | -1,807.1% | +4.1% |
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