+241.3%
NVMI vs VLTO
+27.2%
+214.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.0% |
| 7D | +6.6% | -2.3% | +8.9% | +7.4% |
| 30D | -7.5% | -0.9% | -6.7% | -7.3% |
| 3M | -28.5% | +13.8% | -42.3% | -33.4% |
| 6M | -15.7% | +2.0% | -17.7% | -16.8% |
| YTD | +13.3% | -3.2% | +16.5% | +15.1% |
| 1Y | +48.3% | -9.2% | +57.5% | +55.9% |
| All | +241.3% | +27.2% | +214.2% | +210.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling