+1,934.0%
VRT vs NVMI
+1,081.6%
+852.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.0% | -0.6% | -1.8% |
| 7D | +10.5% | +1.5% | +9.0% | +9.7% |
| 30D | -9.3% | -4.1% | -5.2% | -6.4% |
| 3M | -29.6% | -22.8% | -6.8% | -17.3% |
| 6M | -45.4% | -36.9% | -8.5% | -28.5% |
| YTD | +24.8% | -3.2% | +28.0% | +27.5% |
| 1Y | +23.6% | +7.1% | +16.5% | +19.3% |
| 3Y | +379.7% | +181.5% | +198.2% | +170.3% |
| 5Y | +660.3% | +141.2% | +519.1% | +345.1% |
| All | +1,934.0% | +1,081.6% | +852.3% | +564.9% |
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 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