+244.6%
FLEX vs NVMI
+1,665.9%
-1,421.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.4% |
| 7D | +7.5% | +1.5% | +6.0% | +7.2% |
| 30D | -25.3% | -4.1% | -21.2% | -24.2% |
| 3M | -39.7% | -22.8% | -16.9% | -35.8% |
| 6M | -47.9% | -36.9% | -11.0% | -41.9% |
| YTD | +24.1% | -3.2% | +27.3% | +27.4% |
| 1Y | +26.0% | +7.1% | +18.9% | +26.7% |
| 3Y | +282.7% | +181.5% | +101.2% | +215.5% |
| 5Y | +424.2% | +141.2% | +283.0% | +340.0% |
| 10Y | +613.8% | +2,463.4% | -1,849.6% | +310.1% |
| All | +244.6% | +1,665.9% | -1,421.3% | +34.0% |
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