+3,142.4%
NVMI vs VT
+222.7%
+2,919.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | +0.1% |
| 7D | +6.9% | -0.1% | +7.1% | +7.1% |
| 30D | -2.8% | -0.7% | -2.2% | -1.7% |
| 3M | -27.3% | +4.0% | -31.3% | -30.4% |
| 6M | -13.7% | +12.3% | -26.0% | -25.5% |
| YTD | +13.8% | +14.0% | -0.2% | -3.2% |
| 1Y | +34.9% | +20.3% | +14.6% | +7.3% |
| 3Y | +213.5% | +75.4% | +138.1% | +54.9% |
| 5Y | +272.5% | +66.0% | +206.5% | +104.4% |
| 10Y | +3,142.4% | +228.2% | +2,914.2% | +713.7% |
| All | +3,142.4% | +222.7% | +2,919.7% | +713.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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