-84.3%
FRMI vs NVMI
+18.5%
-102.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.5% | -0.2% | +1.8% |
| 7D | +2.4% | +6.6% | -4.2% | -1.6% |
| 30D | -17.3% | -7.5% | -9.8% | -13.0% |
| 3M | -17.2% | -28.5% | +11.3% | -2.2% |
| 6M | -43.4% | -15.7% | -27.6% | -40.0% |
| YTD | -36.0% | +13.3% | -49.3% | -40.6% |
| All | -84.3% | +18.5% | -102.8% | -84.9% |
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