-35.7%
VG vs NVMI
+48.0%
-83.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.7% | +4.0% |
| 7D | +3.8% | +6.9% | -3.1% | +2.6% |
| 30D | +7.2% | -2.8% | +10.1% | +7.5% |
| 3M | +22.8% | -27.3% | +50.1% | +28.9% |
| 6M | +33.2% | -13.7% | +46.9% | +24.8% |
| YTD | +124.8% | +13.8% | +111.0% | +76.5% |
| 1Y | +15.8% | +34.9% | -19.0% | -17.9% |
| All | -35.7% | +48.0% | -83.7% | -55.7% |
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