+377.4%
VT vs NVMI
+24,220.3%
-23,842.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.7% |
| 7D | +0.4% | +6.6% | -6.2% | -0.4% |
| 30D | +1.0% | -7.5% | +8.5% | +1.9% |
| 3M | +2.4% | -28.5% | +30.9% | +6.2% |
| 6M | +12.0% | -15.7% | +27.7% | +13.2% |
| YTD | +15.3% | +13.3% | +2.0% | +12.0% |
| 1Y | +22.6% | +48.3% | -25.7% | +14.6% |
| 3Y | +74.7% | +191.2% | -116.6% | +46.3% |
| 5Y | +66.1% | +268.7% | -202.5% | +33.7% |
| 10Y | +225.0% | +3,034.8% | -2,809.8% | +110.5% |
| All | +377.4% | +24,220.3% | -23,842.8% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling