+337.3%
VSXY vs NVMI
+207.9%
+129.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.6% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | -18.7% | -8.4% | -10.3% | -16.6% |
| 3M | -4.0% | -33.6% | +29.6% | +8.1% |
| 6M | +67.5% | -14.7% | +82.2% | +72.5% |
| YTD | +39.7% | +13.2% | +26.4% | +29.6% |
| 1Y | +180.0% | +29.0% | +151.0% | +148.5% |
| 3Y | +337.3% | +215.0% | +122.3% | +176.8% |
| All | +337.3% | +207.9% | +129.4% | +176.8% |
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