+3,689.8%
FN vs NVMI
+8,801.9%
-5,112.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.4% | +0.5% |
| 7D | -1.7% | +6.6% | -8.3% | -4.7% |
| 30D | -22.0% | -7.5% | -14.5% | -18.6% |
| 3M | -43.0% | -28.5% | -14.5% | -32.8% |
| 6M | -27.7% | -15.7% | -12.0% | -20.4% |
| YTD | -10.5% | +13.3% | -23.8% | -14.0% |
| 1Y | +12.5% | +48.3% | -35.8% | -3.9% |
| 3Y | +153.8% | +191.2% | -37.4% | +61.6% |
| 5Y | +288.0% | +268.7% | +19.3% | +117.4% |
| 10Y | +906.4% | +3,034.8% | -2,128.4% | +159.8% |
| All | +3,689.8% | +8,801.9% | -5,112.1% | +780.3% |
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 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