-23.7%
FPS vs NVMI
-23.5%
-0.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.8% | +2.8% |
| 7D | +13.6% | +1.5% | +12.1% | +13.3% |
| 30D | -32.4% | -4.1% | -28.3% | -27.2% |
| 3M | -41.1% | -22.8% | -18.4% | -23.7% |
| 6M | -51.4% | -36.9% | -14.5% | -27.8% |
| All | -23.7% | -23.5% | -0.2% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling