-83.1%
FRMI vs NVMI
+18.4%
-101.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.5% | +1.0% |
| 7D | +7.4% | -0.1% | +7.5% | +7.6% |
| 30D | -27.6% | -8.4% | -19.2% | -23.4% |
| 3M | -20.9% | -33.6% | +12.7% | -1.2% |
| 6M | -36.6% | -14.7% | -21.9% | -33.3% |
| YTD | -31.3% | +13.2% | -44.5% | -36.1% |
| All | -83.1% | +18.4% | -101.5% | -83.8% |
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