+609.6%
VLO vs NVMI
+263.1%
+346.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | +4.0% | +3.8% | +0.2% | +3.5% |
| 30D | +19.0% | -7.6% | +26.5% | +19.9% |
| 3M | +50.0% | -28.0% | +78.0% | +54.5% |
| 6M | +79.1% | -15.3% | +94.4% | +78.4% |
| YTD | +140.3% | +11.5% | +128.8% | +127.9% |
| 1Y | +148.3% | +31.6% | +116.7% | +128.3% |
| 3Y | +194.6% | +207.0% | -12.3% | +123.1% |
| 5Y | +609.6% | +262.8% | +346.7% | +414.3% |
| All | +609.6% | +263.1% | +346.5% | +414.3% |
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 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