+48.3%
NVMI vs FGI
+81.8%
-33.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.5% | -2.0% | +5.3% |
| 7D | +6.6% | +0.5% | +6.1% | +6.6% |
| 30D | -7.5% | +65.4% | -72.9% | -9.6% |
| 3M | -28.5% | +23.5% | -52.0% | -29.8% |
| 6M | -15.7% | +60.5% | -76.3% | -18.2% |
| YTD | +13.3% | +30.0% | -16.7% | +10.3% |
| 1Y | +48.3% | +82.1% | -33.8% | +45.1% |
| All | +48.3% | +81.8% | -33.6% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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