+1,115.5%
FLEX vs NVMI
+3,158.6%
-2,043.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.6% | +6.4% |
| 7D | +5.7% | -0.1% | +5.8% | +5.9% |
| 30D | -7.0% | -8.4% | +1.4% | -2.5% |
| 3M | -23.8% | -33.6% | +9.7% | -5.6% |
| 6M | +82.6% | -14.7% | +97.3% | +99.9% |
| YTD | +91.6% | +13.2% | +78.4% | +81.6% |
| 1Y | +100.6% | +29.0% | +71.5% | +77.7% |
| 3Y | +479.8% | +215.0% | +264.8% | +202.8% |
| 5Y | +746.5% | +268.6% | +477.9% | +283.4% |
| All | +1,115.5% | +3,158.6% | -2,043.1% | +149.1% |
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 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