+180.8%
NVMI vs FGI
-74.8%
+255.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -25.2% | +22.2% | -2.4% |
| 7D | +1.5% | -14.4% | +15.9% | +1.8% |
| 30D | -4.1% | -11.8% | +7.7% | -3.9% |
| 3M | -22.8% | -46.2% | +23.5% | -22.0% |
| 6M | -36.9% | +5.2% | -42.1% | -38.1% |
| YTD | -3.2% | +10.5% | -13.7% | -6.0% |
| 1Y | +7.1% | +25.5% | -18.4% | +3.6% |
| 3Y | +181.5% | -16.0% | +197.5% | +172.0% |
| All | +180.8% | -74.8% | +255.6% | +192.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling