+166.9%
VEA vs NVMI
+13,557.8%
-13,391.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.0% |
| 7D | -2.1% | +3.8% | -5.8% | -2.5% |
| 30D | -1.1% | -7.6% | +6.5% | -0.2% |
| 3M | +5.1% | -28.0% | +33.1% | +8.8% |
| 6M | +9.8% | -15.3% | +25.1% | +11.0% |
| YTD | +15.9% | +11.5% | +4.5% | +13.1% |
| 1Y | +24.6% | +31.6% | -7.0% | +18.8% |
| 3Y | +75.5% | +207.0% | -131.4% | +47.4% |
| 5Y | +59.4% | +262.8% | -203.5% | +29.6% |
| 10Y | +160.3% | +3,074.6% | -2,914.3% | +68.8% |
| All | +166.9% | +13,557.8% | -13,391.0% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling