+187.7%
NVMI vs FGI
-70.0%
+257.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.3% |
| 7D | +7.6% | -4.1% | +11.7% | +7.7% |
| 30D | -7.7% | -3.4% | -4.4% | -7.7% |
| 3M | -15.4% | +61.8% | -77.1% | -17.4% |
| 6M | -37.5% | +17.0% | -54.5% | -38.8% |
| YTD | -0.8% | +31.4% | -32.2% | -3.9% |
| 1Y | +2.4% | +42.7% | -40.3% | -1.1% |
| 3Y | +191.5% | -0.1% | +191.6% | +180.7% |
| All | +187.7% | -70.0% | +257.8% | +198.9% |
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