+328.0%
VFC vs NVMI
+1,995.1%
-1,667.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | +0.8% | +11.7% | -10.8% | -0.3% |
| 30D | -11.9% | -4.0% | -7.9% | -11.7% |
| 3M | -20.2% | -25.8% | +5.6% | -18.1% |
| 6M | -23.0% | -8.3% | -14.7% | -22.8% |
| YTD | -26.2% | +14.8% | -41.1% | -27.8% |
| 1Y | -13.3% | +37.9% | -51.2% | -16.8% |
| 3Y | -25.5% | +216.3% | -241.7% | -34.0% |
| 5Y | -78.1% | +277.2% | -355.3% | -81.0% |
| 10Y | -68.8% | +3,074.3% | -3,143.1% | -76.4% |
| All | +328.0% | +1,995.1% | -1,667.1% | +175.6% |
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