+2,539.4%
NVMI vs VT
+217.6%
+2,321.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.5% |
| 7D | +7.6% | -0.1% | +7.7% | +7.9% |
| 30D | -7.7% | -3.1% | -4.7% | -2.8% |
| 3M | -15.4% | -3.5% | -11.9% | -9.9% |
| 6M | -37.5% | +0.5% | -38.0% | -36.1% |
| YTD | -0.8% | +10.8% | -11.6% | -11.4% |
| 1Y | +2.4% | +11.9% | -9.5% | -9.5% |
| 3Y | +191.5% | +73.0% | +118.5% | +47.6% |
| 5Y | +156.3% | +58.6% | +97.7% | +50.2% |
| 10Y | +2,539.4% | +219.2% | +2,320.2% | +489.5% |
| All | +2,539.4% | +217.6% | +2,321.7% | +489.5% |
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