+208.0%
VSXY vs NVMI
-11.6%
+219.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -2.4% | +10.8% | +9.1% |
| 7D | +14.2% | -11.8% | +26.0% | +18.5% |
| 30D | +21.9% | -24.8% | +46.7% | +32.5% |
| 3M | +22.1% | -28.6% | +50.7% | +34.1% |
| 6M | +116.7% | -40.0% | +156.7% | +147.5% |
| YTD | +101.1% | -10.1% | +111.2% | +104.8% |
| 1Y | +208.0% | -9.8% | +217.8% | +211.0% |
| All | +208.0% | -11.6% | +219.6% | +211.0% |
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