+2,826.7%
VRT vs NVMI
+1,301.9%
+1,524.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.3% | +2.9% |
| 7D | +13.6% | +11.7% | +1.9% | +6.4% |
| 30D | +6.8% | -4.0% | +10.8% | +9.5% |
| 3M | -3.2% | -25.8% | +22.5% | +15.6% |
| 6M | +20.3% | -8.3% | +28.7% | +25.8% |
| YTD | +79.6% | +14.8% | +64.8% | +64.5% |
| 1Y | +139.0% | +37.9% | +101.1% | +97.9% |
| 3Y | +644.6% | +216.3% | +428.3% | +286.4% |
| 5Y | +1,024.4% | +277.2% | +747.2% | +431.4% |
| All | +2,826.7% | +1,301.9% | +1,524.8% | +758.2% |
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