-25.7%
FN vs NVMI
-11.6%
-14.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.5% | -3.9% |
| 7D | -7.0% | -11.8% | +4.8% | +3.4% |
| 30D | -24.7% | -24.8% | +0.1% | -4.3% |
| 3M | -35.7% | -28.6% | -7.1% | -14.2% |
| 6M | -52.4% | -40.0% | -12.4% | -29.5% |
| YTD | -25.0% | -10.1% | -14.9% | -21.4% |
| 1Y | -25.7% | -9.8% | -15.9% | -22.1% |
| All | -25.7% | -11.6% | -14.1% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling