+3,759.0%
FIX vs NVMI
+2,662.5%
+1,096.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.6% | +0.5% | +3.0% |
| 7D | +6.4% | +15.3% | -8.9% | +0.2% |
| 30D | -29.1% | +0.1% | -29.1% | -28.7% |
| 3M | -31.1% | -14.0% | -17.2% | -26.2% |
| 6M | -42.8% | -35.2% | -7.6% | -31.4% |
| YTD | +24.6% | +3.7% | +20.9% | +23.9% |
| 1Y | +21.9% | +10.3% | +11.7% | +18.5% |
| 3Y | +524.9% | +204.8% | +320.1% | +311.5% |
| 5Y | +1,092.2% | +158.9% | +933.3% | +697.7% |
| 10Y | +3,759.0% | +2,646.9% | +1,112.1% | +1,161.3% |
| All | +3,759.0% | +2,662.5% | +1,096.5% | +1,161.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling