+233.1%
NVMI vs FGI
-69.8%
+302.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.5% | +1.3% |
| 7D | +11.7% | +5.2% | +6.5% | +11.6% |
| 30D | -4.0% | +65.2% | -69.3% | -6.3% |
| 3M | -25.8% | +30.2% | -55.9% | -27.2% |
| 6M | -8.3% | +87.8% | -96.1% | -11.6% |
| YTD | +14.8% | +32.5% | -17.6% | +11.4% |
| 1Y | +37.9% | +93.6% | -55.7% | +31.2% |
| 3Y | +216.3% | -2.6% | +218.8% | +205.6% |
| All | +233.1% | -69.8% | +302.9% | +246.5% |
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