-22.6%
FPS vs NVMI
-28.9%
+6.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.4% | -14.9% | -15.0% |
| 7D | -23.3% | -11.8% | -11.6% | -13.4% |
| 30D | -42.4% | -24.8% | -17.6% | -24.4% |
| 3M | -43.0% | -28.6% | -14.5% | -22.1% |
| 6M | -44.5% | -40.0% | -4.5% | -15.3% |
| All | -22.6% | -28.9% | +6.3% | -1.2% |
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