+57.5%
VT vs NVMI
+140.3%
-82.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.3% |
| 7D | +2.4% | +1.5% | +0.9% | +2.0% |
| 30D | -1.5% | -4.1% | +2.6% | -1.0% |
| 3M | -4.1% | -22.8% | +18.6% | +0.4% |
| 6M | +0.6% | -36.9% | +37.4% | +8.2% |
| YTD | +11.0% | -3.2% | +14.2% | +7.8% |
| 1Y | +13.3% | +7.1% | +6.3% | +7.3% |
| 3Y | +73.4% | +181.5% | -108.1% | +18.7% |
| All | +57.5% | +140.3% | -82.8% | +6.3% |
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 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