+1,179.1%
VST vs NVMI
+2,574.6%
-1,395.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +2.0% |
| 7D | +19.2% | +16.9% | +2.3% | +13.4% |
| 30D | -17.2% | -4.3% | -12.9% | -15.8% |
| 3M | -8.1% | -19.3% | +11.1% | -1.7% |
| 6M | -8.1% | -33.6% | +25.4% | +2.6% |
| YTD | -16.3% | -0.2% | -16.0% | -18.4% |
| 1Y | -24.1% | +5.1% | -29.2% | -27.4% |
| 3Y | +300.2% | +193.2% | +107.0% | +197.1% |
| 5Y | +645.9% | +148.6% | +497.3% | +455.0% |
| All | +1,179.1% | +2,574.6% | -1,395.5% | +496.1% |
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 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