+209.9%
FXI vs NVMI
+8,396.6%
-8,186.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -2.8% | +6.9% | -9.7% | -3.6% |
| 30D | -5.3% | -2.8% | -2.5% | -5.1% |
| 3M | +0.3% | -27.3% | +27.7% | +3.4% |
| 6M | -4.6% | -13.7% | +9.1% | -4.1% |
| YTD | -9.1% | +13.8% | -22.9% | -11.8% |
| 1Y | -12.0% | +34.9% | -46.8% | -16.6% |
| 3Y | +38.6% | +213.5% | -174.9% | +15.8% |
| 5Y | -6.6% | +272.5% | -279.0% | -24.2% |
| 10Y | +15.0% | +3,142.4% | -3,127.4% | -24.5% |
| All | +209.9% | +8,396.6% | -8,186.7% | +85.4% |
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 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