+1.5%
VSAT vs NVMI
+3,158.6%
-3,157.2%
-92.8%
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% | -0.5% |
| 7D | -1.3% | -0.1% | -1.3% | -1.3% |
| 30D | -14.8% | -8.4% | -6.4% | -11.4% |
| 3M | +2.2% | -33.6% | +35.8% | +20.9% |
| 6M | +60.2% | -14.7% | +74.9% | +70.2% |
| YTD | +115.6% | +13.2% | +102.4% | +104.9% |
| 1Y | +132.9% | +29.0% | +103.9% | +111.1% |
| 3Y | +216.1% | +215.0% | +1.1% | +94.7% |
| 5Y | +52.9% | +268.6% | -215.6% | -15.5% |
| All | +1.5% | +3,158.6% | -3,157.2% | -66.3% |
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