+2,943.1%
FN vs NVMI
+7,392.3%
-4,449.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +11.7% | -0.1% | +5.9% |
| 7D | 0.0% | +0.3% | -0.3% | +0.3% |
| 30D | -34.3% | -17.1% | -17.2% | -27.4% |
| 3M | -39.9% | -17.9% | -22.0% | -32.8% |
| 6M | -51.8% | -41.4% | -10.4% | -37.0% |
| YTD | -28.1% | -4.6% | -23.5% | -24.3% |
| 1Y | -29.1% | -0.3% | -28.8% | -26.3% |
| 3Y | +102.4% | +214.5% | -112.0% | +28.4% |
| 5Y | +171.7% | +148.5% | +23.2% | +82.6% |
| 10Y | +773.5% | +2,435.9% | -1,662.4% | +150.1% |
| All | +2,943.1% | +7,392.3% | -4,449.3% | +675.1% |
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 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