+7.2%
VNQ vs NVMI
+261.9%
-254.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -2.6% | -8.4% | +5.8% | -1.8% |
| 3M | -2.0% | -33.6% | +31.5% | +1.5% |
| 6M | +4.3% | -14.7% | +19.0% | +4.3% |
| YTD | +9.2% | +13.2% | -4.0% | +4.9% |
| 1Y | +5.6% | +29.0% | -23.4% | -0.8% |
| 3Y | +30.8% | +215.0% | -184.1% | -0.7% |
| All | +7.2% | +261.9% | -254.6% | -20.9% |
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