+124.0%
VRSK vs NVMI
+3,158.6%
-3,034.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -5.2% | -0.1% | -5.1% | -5.2% |
| 30D | -2.3% | -8.4% | +6.1% | -1.6% |
| 3M | -2.9% | -33.6% | +30.6% | +0.3% |
| 6M | -12.8% | -14.7% | +1.9% | -13.5% |
| YTD | -20.8% | +13.2% | -34.0% | -24.9% |
| 1Y | -33.2% | +29.0% | -62.2% | -38.4% |
| 3Y | -26.6% | +215.0% | -241.6% | -45.9% |
| 5Y | -11.3% | +268.6% | -279.9% | -38.8% |
| All | +124.0% | +3,158.6% | -3,034.7% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling