-100.0%
VIVK vs NVMI
+21,431.2%
-21,531.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.3% |
| 7D | -9.5% | +3.8% | -13.2% | -9.3% |
| 30D | -35.1% | -7.6% | -27.6% | -35.4% |
| 3M | -93.4% | -28.0% | -65.4% | -93.4% |
| 6M | -98.0% | -15.3% | -82.7% | -98.0% |
| YTD | -97.9% | +11.5% | -109.3% | -97.8% |
| 1Y | -100.0% | +31.6% | -131.6% | -100.0% |
| 3Y | -100.0% | +207.0% | -307.0% | -100.0% |
| 5Y | -100.0% | +262.8% | -362.8% | -100.0% |
| 10Y | -100.0% | +3,074.6% | -3,174.6% | -100.0% |
| All | -100.0% | +21,431.2% | -21,531.2% | -100.0% |
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 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