+6,034.5%
FIX vs NVMI
+3,062.9%
+2,971.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.7% |
| 7D | +3.5% | +6.9% | -3.4% | +0.6% |
| 30D | -3.5% | -2.8% | -0.7% | -2.3% |
| 3M | -11.8% | -27.3% | +15.6% | +1.0% |
| 6M | +17.8% | -13.7% | +31.5% | +25.0% |
| YTD | +73.3% | +13.8% | +59.5% | +64.8% |
| 1Y | +128.1% | +34.9% | +93.2% | +103.2% |
| 3Y | +772.7% | +213.5% | +559.1% | +460.3% |
| 5Y | +2,166.4% | +272.5% | +1,894.0% | +1,219.1% |
| 10Y | +6,034.5% | +3,142.4% | +2,892.0% | +1,701.6% |
| All | +6,034.5% | +3,062.9% | +2,971.6% | +1,701.6% |
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