+434.4%
FLR vs NVMI
+4,039.5%
-3,605.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | -3.1% | +6.9% | -10.1% | -4.1% |
| 30D | +4.9% | -2.8% | +7.8% | +5.3% |
| 3M | +10.8% | -27.3% | +38.1% | +15.9% |
| 6M | +19.7% | -13.7% | +33.3% | +21.7% |
| YTD | +38.4% | +13.8% | +24.5% | +35.0% |
| 1Y | +34.7% | +34.9% | -0.2% | +28.1% |
| 3Y | +56.7% | +213.5% | -156.9% | +30.1% |
| 5Y | +241.6% | +272.5% | -30.9% | +174.3% |
| 10Y | +20.2% | +3,142.4% | -3,122.2% | -23.8% |
| All | +434.4% | +4,039.5% | -3,605.1% | +166.9% |
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