-83.4%
FRMI vs NVMI
+16.6%
-100.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.2% |
| 7D | +10.9% | +3.8% | +7.1% | +8.4% |
| 30D | -24.3% | -7.6% | -16.7% | -20.3% |
| 3M | -21.8% | -28.0% | +6.2% | -7.6% |
| 6M | -33.0% | -15.3% | -17.7% | -29.2% |
| YTD | -32.6% | +11.5% | -44.1% | -36.8% |
| All | -83.4% | +16.6% | -100.0% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling