+244.4%
VIG vs NVMI
+3,158.6%
-2,914.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -2.7% | -8.4% | +5.7% | -1.4% |
| 3M | +2.5% | -33.6% | +36.1% | +9.1% |
| 6M | +9.2% | -14.7% | +23.9% | +9.9% |
| YTD | +9.8% | +13.2% | -3.4% | +4.1% |
| 1Y | +12.4% | +29.0% | -16.6% | +3.1% |
| 3Y | +55.9% | +215.0% | -159.1% | +11.9% |
| 5Y | +63.9% | +268.6% | -204.6% | +9.8% |
| All | +244.4% | +3,158.6% | -2,914.2% | +56.3% |
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