-93.2%
FRMI vs NVMI
-11.6%
-81.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.4% | -8.1% | -8.6% |
| 7D | -39.7% | -11.8% | -28.0% | -33.0% |
| 30D | -55.2% | -24.8% | -30.4% | -43.4% |
| 3M | -71.2% | -28.6% | -42.6% | -62.2% |
| 6M | -64.1% | -40.0% | -24.1% | -49.6% |
| YTD | -77.2% | -10.1% | -67.2% | -78.8% |
| 1Y | -93.2% | -9.8% | -83.4% | -93.4% |
| All | -93.2% | -11.6% | -81.6% | -93.4% |
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