-79.0%
VFC vs NVMI
+263.1%
-342.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.9% |
| 7D | -3.3% | +3.8% | -7.1% | -4.5% |
| 30D | -14.0% | -7.6% | -6.5% | -12.1% |
| 3M | -22.6% | -28.0% | +5.4% | -15.4% |
| 6M | -24.7% | -15.3% | -9.4% | -23.3% |
| YTD | -29.0% | +11.5% | -40.4% | -35.1% |
| 1Y | -13.8% | +31.6% | -45.4% | -26.4% |
| 3Y | -28.2% | +207.0% | -235.2% | -56.9% |
| 5Y | -79.0% | +262.8% | -341.8% | -88.0% |
| All | -79.0% | +263.1% | -342.1% | -88.0% |
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 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