-68.5%
VFC vs NVMI
+3,158.6%
-3,227.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +3.9% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -9.0% | -8.4% | -0.6% | -6.7% |
| 3M | -24.2% | -33.6% | +9.4% | -15.3% |
| 6M | -18.5% | -14.7% | -3.8% | -16.9% |
| YTD | -25.9% | +13.2% | -39.1% | -31.8% |
| 1Y | -13.0% | +29.0% | -42.0% | -23.8% |
| 3Y | -20.3% | +215.0% | -235.3% | -49.9% |
| 5Y | -78.1% | +268.6% | -346.6% | -87.3% |
| All | -68.5% | +3,158.6% | -3,227.2% | -88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling