+228.7%
NVMI vs FGI
-70.4%
+299.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.7% |
| 3M | -28.5% | +23.5% | -52.0% | -29.8% |
| 6M | -15.7% | +60.5% | -76.3% | -18.6% |
| YTD | +13.3% | +30.0% | -16.7% | +9.9% |
| 1Y | +48.3% | +82.1% | -33.8% | +41.3% |
| 3Y | +191.2% | -4.4% | +195.6% | +181.5% |
| All | +228.7% | -70.4% | +299.1% | +242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling