+1,232.7%
VST vs NVMI
+3,081.7%
-1,849.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +5.3% | +6.9% | -1.6% | +3.1% |
| 30D | +5.8% | -2.8% | +8.6% | +6.6% |
| 3M | +3.5% | -27.3% | +30.8% | +12.8% |
| 6M | -7.4% | -13.7% | +6.3% | -5.4% |
| YTD | -6.1% | +13.8% | -19.9% | -12.4% |
| 1Y | -21.6% | +34.9% | -56.5% | -30.7% |
| 3Y | +357.2% | +213.5% | +143.7% | +228.5% |
| 5Y | +777.0% | +272.5% | +504.6% | +489.4% |
| All | +1,232.7% | +3,081.7% | -1,849.0% | +460.1% |
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