-18.5%
FN vs NVMI
+2.8%
-21.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.0% | -4.3% | -4.7% |
| 7D | +0.3% | +1.5% | -1.2% | -0.4% |
| 30D | -16.5% | -4.1% | -12.5% | -12.3% |
| 3M | -42.1% | -22.8% | -19.3% | -27.1% |
| 6M | -52.9% | -36.9% | -16.0% | -32.3% |
| YTD | -28.0% | -3.2% | -24.8% | -25.9% |
| 1Y | -18.5% | +7.1% | -25.6% | -24.7% |
| All | -18.5% | +2.8% | -21.3% | -24.7% |
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