+47.8%
VMC vs NVMI
+261.9%
-214.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.6% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | -9.7% | -8.4% | -1.3% | -8.4% |
| 3M | -9.6% | -33.6% | +23.9% | -3.9% |
| 6M | -4.8% | -14.7% | +9.8% | -4.3% |
| YTD | -10.9% | +13.2% | -24.1% | -15.8% |
| 1Y | -15.6% | +29.0% | -44.6% | -22.9% |
| 3Y | +19.3% | +215.0% | -195.7% | -19.2% |
| All | +47.8% | +261.9% | -214.1% | -6.0% |
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 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