+12.3%
FN vs NVMI
+42.2%
-29.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +1.1% |
| 7D | +3.5% | +11.7% | -8.1% | -5.3% |
| 30D | -26.0% | -4.0% | -21.9% | -22.6% |
| 3M | -33.3% | -25.8% | -7.5% | -16.7% |
| 6M | -14.9% | -8.3% | -6.6% | -9.7% |
| YTD | -8.6% | +14.8% | -23.4% | -17.0% |
| 1Y | +12.3% | +37.9% | -25.5% | -10.3% |
| All | +12.3% | +42.2% | -29.9% | -10.3% |
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