+183.6%
VEU vs NVMI
+13,712.5%
-13,528.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.0% |
| 7D | -1.9% | +3.8% | -5.7% | -2.4% |
| 30D | -0.7% | -7.6% | +6.8% | +0.1% |
| 3M | +4.9% | -28.0% | +32.9% | +8.6% |
| 6M | +9.8% | -15.3% | +25.1% | +11.1% |
| YTD | +15.3% | +11.5% | +3.8% | +12.6% |
| 1Y | +23.0% | +31.6% | -8.6% | +17.3% |
| 3Y | +73.5% | +207.0% | -133.5% | +45.8% |
| 5Y | +54.5% | +262.8% | -208.4% | +25.7% |
| 10Y | +150.4% | +3,074.6% | -2,924.2% | +62.8% |
| All | +183.6% | +13,712.5% | -13,528.9% | +60.9% |
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 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