+161.6%
VSAT vs NVMI
+1,976.9%
-1,815.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.9% | -6.1% | -6.8% |
| 7D | +3.5% | +6.9% | -3.4% | +2.4% |
| 30D | -14.7% | -2.8% | -11.9% | -14.2% |
| 3M | +13.2% | -27.3% | +40.5% | +19.3% |
| 6M | +57.4% | -13.7% | +71.0% | +61.5% |
| YTD | +110.0% | +13.8% | +96.1% | +107.1% |
| 1Y | +134.4% | +34.9% | +99.5% | +126.2% |
| 3Y | +203.5% | +213.5% | -10.0% | +158.3% |
| 5Y | +47.1% | +272.5% | -225.3% | +21.2% |
| 10Y | +0.4% | +3,142.4% | -3,142.1% | -35.3% |
| All | +161.6% | +1,976.9% | -1,815.3% | +26.1% |
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