+361.1%
VST vs NVMI
+198.0%
+163.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +1.0% |
| 7D | +8.9% | +6.6% | +2.3% | +5.8% |
| 30D | +6.2% | -7.5% | +13.7% | +9.6% |
| 3M | -2.7% | -28.5% | +25.8% | +10.3% |
| 6M | -8.4% | -15.7% | +7.4% | -5.7% |
| YTD | -7.2% | +13.3% | -20.5% | -18.7% |
| 1Y | -20.9% | +48.3% | -69.2% | -40.1% |
| All | +361.1% | +198.0% | +163.1% | +192.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling