-9.8%
NVMI vs FGI
+38.7%
-48.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.0% | +2.6% | -2.3% |
| 7D | -11.8% | +3.3% | -15.1% | -11.9% |
| 30D | -24.8% | -2.0% | -22.8% | -24.8% |
| 3M | -28.6% | +60.3% | -88.8% | -31.0% |
| 6M | -40.0% | +0.7% | -40.8% | -41.2% |
| YTD | -10.1% | +30.2% | -40.2% | -14.3% |
| 1Y | -9.8% | +44.4% | -54.1% | -14.8% |
| All | -9.8% | +38.7% | -48.4% | -14.8% |
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