+10,872.5%
VLO vs NVMI
+1,976.9%
+8,895.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.7% |
| 7D | +6.2% | +6.9% | -0.7% | +5.6% |
| 30D | +23.5% | -2.8% | +26.3% | +23.7% |
| 3M | +53.9% | -27.3% | +81.2% | +57.3% |
| 6M | +81.7% | -13.7% | +95.3% | +81.8% |
| YTD | +142.5% | +13.8% | +128.6% | +136.1% |
| 1Y | +145.4% | +34.9% | +110.6% | +134.8% |
| 3Y | +197.3% | +213.5% | -16.2% | +159.1% |
| 5Y | +614.6% | +272.5% | +342.1% | +506.6% |
| 10Y | +938.9% | +3,142.4% | -2,203.5% | +651.1% |
| All | +10,872.5% | +1,976.9% | +8,895.6% | +6,673.7% |
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 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