+1,216.9%
VST vs NVMI
+3,066.8%
-1,850.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +1.8% |
| 7D | +8.9% | +6.6% | +2.3% | +6.7% |
| 30D | +6.2% | -7.5% | +13.7% | +8.6% |
| 3M | -2.7% | -28.5% | +25.8% | +6.4% |
| 6M | -8.4% | -15.7% | +7.4% | -5.6% |
| YTD | -7.2% | +13.3% | -20.5% | -13.3% |
| 1Y | -20.9% | +48.3% | -69.2% | -32.1% |
| 3Y | +384.0% | +191.2% | +192.7% | +253.1% |
| 5Y | +757.1% | +268.7% | +488.4% | +477.2% |
| All | +1,216.9% | +3,066.8% | -1,850.0% | +454.3% |
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