-33.6%
NVMI vs VLTO
+36.0%
-69.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -4.9% |
| 7D | +16.9% | +0.8% | +16.1% | +17.7% |
| 30D | -4.3% | +18.7% | -23.0% | +17.0% |
| 3M | -19.3% | +21.7% | -41.0% | +1.9% |
| 6M | -33.6% | +35.8% | -69.4% | -0.1% |
| All | -33.6% | +36.0% | -69.6% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 6mo: compounded portfolio wealth divided by compounded VLTO 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…
6mo analysis · Full analysis span regression · 6 months rolling