+55.6%
VFC vs NVMI
-11.6%
+67.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.9% | +4.9% |
| 7D | +21.5% | -11.8% | +33.2% | +24.2% |
| 30D | +46.7% | -24.8% | +71.5% | +54.6% |
| 3M | +38.4% | -28.6% | +67.0% | +46.9% |
| 6M | +15.2% | -40.0% | +55.2% | +24.1% |
| YTD | +17.8% | -10.1% | +27.9% | +15.4% |
| 1Y | +55.6% | -9.8% | +65.3% | +52.0% |
| All | +55.6% | -11.6% | +67.1% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling