+25.0%
VSXY vs NVMI
+261.9%
-236.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.5% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | -18.7% | -8.4% | -10.3% | -16.3% |
| 3M | -4.0% | -33.6% | +29.6% | +9.2% |
| 6M | +67.5% | -14.7% | +82.2% | +72.5% |
| YTD | +39.7% | +13.2% | +26.4% | +27.6% |
| 1Y | +180.0% | +29.0% | +151.0% | +142.3% |
| 3Y | +337.3% | +215.0% | +122.3% | +141.2% |
| All | +25.0% | +261.9% | -236.9% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling