-25.4%
FN vs NVMI
+2.8%
-28.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.3% | -2.5% | -2.8% |
| 7D | -4.1% | +7.6% | -11.7% | -9.2% |
| 30D | -28.3% | -7.7% | -20.6% | -22.4% |
| 3M | -33.9% | -15.4% | -18.5% | -22.6% |
| 6M | -43.9% | -37.5% | -6.4% | -18.7% |
| YTD | -23.4% | -0.8% | -22.6% | -25.9% |
| 1Y | -25.4% | +2.4% | -27.8% | -29.8% |
| All | -25.4% | +2.8% | -28.2% | -29.8% |
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