+942.2%
VTI vs NVMI
+6,156.9%
-5,214.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | -2.0% | +3.8% | -5.8% | -2.4% |
| 30D | -1.9% | -7.6% | +5.6% | -1.3% |
| 3M | +4.5% | -28.0% | +32.5% | +7.4% |
| 6M | +12.6% | -15.3% | +27.9% | +13.5% |
| YTD | +12.0% | +11.5% | +0.5% | +9.6% |
| 1Y | +17.3% | +31.6% | -14.3% | +12.7% |
| 3Y | +75.3% | +207.0% | -131.6% | +53.0% |
| 5Y | +74.0% | +262.8% | -188.8% | +48.5% |
| 10Y | +300.0% | +3,074.6% | -2,774.6% | +191.2% |
| All | +942.2% | +6,156.9% | -5,214.7% | +539.1% |
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