-17.3%
VCLT vs NVMI
+261.9%
-279.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | 0.0% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -1.2% | -8.4% | +7.2% | -0.8% |
| 3M | -4.8% | -33.6% | +28.8% | -3.2% |
| 6M | -2.6% | -14.7% | +12.1% | -2.4% |
| YTD | -3.3% | +13.2% | -16.6% | -4.6% |
| 1Y | -4.8% | +29.0% | -33.8% | -6.8% |
| 3Y | +11.5% | +215.0% | -203.5% | +1.1% |
| All | -17.3% | +261.9% | -279.2% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 5y: compounded portfolio wealth divided by compounded NVMI 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…
5y analysis · Full analysis span regression · 6 months rolling