-75.0%
FRSH vs NVMI
+258.2%
-333.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.3% |
| 7D | -6.6% | -0.1% | -6.5% | -6.6% |
| 30D | +2.1% | -8.4% | +10.5% | +4.3% |
| 3M | +29.0% | -33.6% | +62.5% | +42.1% |
| 6M | +48.6% | -14.7% | +63.3% | +44.6% |
| YTD | -2.9% | +13.2% | -16.2% | -18.3% |
| 1Y | -7.9% | +29.0% | -36.9% | -28.3% |
| 3Y | -46.5% | +215.0% | -261.5% | -78.8% |
| All | -75.0% | +258.2% | -333.2% | -90.2% |
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