+192.7%
VSH vs NVMI
+3,158.6%
-2,965.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.6% | +5.3% |
| 7D | +4.8% | -0.1% | +4.8% | +4.8% |
| 30D | -0.7% | -8.4% | +7.7% | +4.0% |
| 3M | -43.1% | -33.6% | -9.5% | -29.3% |
| 6M | +91.8% | -14.7% | +106.5% | +110.7% |
| YTD | +131.6% | +13.2% | +118.4% | +121.1% |
| 1Y | +118.1% | +29.0% | +89.1% | +95.1% |
| 3Y | +40.9% | +215.0% | -174.1% | -24.6% |
| 5Y | +75.8% | +268.6% | -192.8% | -17.5% |
| All | +192.7% | +3,158.6% | -2,965.9% | -33.0% |
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