-38.0%
VG vs NVMI
+49.3%
-87.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.9% |
| 7D | -2.5% | +11.7% | -14.2% | -4.4% |
| 30D | +11.1% | -4.0% | +15.1% | +11.6% |
| 3M | +14.9% | -25.8% | +40.6% | +20.0% |
| 6M | +18.4% | -8.3% | +26.7% | +7.7% |
| YTD | +116.6% | +14.8% | +101.7% | +69.8% |
| 1Y | +9.4% | +37.9% | -28.5% | -23.2% |
| All | -38.0% | +49.3% | -87.3% | -57.4% |
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