+194.4%
VSXY vs NVMI
+53.9%
+140.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +0.7% |
| 7D | -14.0% | +6.6% | -20.6% | -15.9% |
| 30D | -15.9% | -7.5% | -8.4% | -14.1% |
| 3M | +3.4% | -28.5% | +31.9% | +13.7% |
| 6M | +25.9% | -15.7% | +41.7% | +30.2% |
| YTD | +39.5% | +13.3% | +26.2% | +27.0% |
| 1Y | +194.4% | +48.3% | +146.1% | +147.2% |
| All | +194.4% | +53.9% | +140.5% | +147.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling