+21.1%
VSH vs NVMI
+1,995.1%
-1,973.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.4% | -1.3% |
| 7D | +6.2% | +11.7% | -5.5% | +3.7% |
| 30D | -11.1% | -4.0% | -7.1% | -10.2% |
| 3M | -44.9% | -25.8% | -19.2% | -40.7% |
| 6M | +90.0% | -8.3% | +98.3% | +96.0% |
| YTD | +118.8% | +14.8% | +104.0% | +115.4% |
| 1Y | +109.0% | +37.9% | +71.1% | +98.3% |
| 3Y | +35.6% | +216.3% | -180.6% | +7.4% |
| 5Y | +66.7% | +277.2% | -210.5% | +26.7% |
| 10Y | +167.9% | +3,074.3% | -2,906.4% | +43.5% |
| All | +21.1% | +1,995.1% | -1,973.9% | -51.2% |
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