+31,145.6%
FIX vs NVMI
+1,967.2%
+29,178.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +1.1% |
| 7D | +6.0% | +6.6% | -0.6% | +5.0% |
| 30D | -7.2% | -7.5% | +0.3% | -6.2% |
| 3M | -15.9% | -28.5% | +12.6% | -11.5% |
| 6M | +12.7% | -15.7% | +28.5% | +16.0% |
| YTD | +72.8% | +13.3% | +59.5% | +71.0% |
| 1Y | +122.9% | +48.3% | +74.6% | +113.1% |
| 3Y | +774.3% | +191.2% | +583.1% | +670.8% |
| 5Y | +2,049.5% | +268.7% | +1,780.8% | +1,732.0% |
| 10Y | +5,821.5% | +3,034.8% | +2,786.7% | +4,019.6% |
| All | +31,145.6% | +1,967.2% | +29,178.4% | +17,872.6% |
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 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