+1,245.4%
VUG vs NVMI
+4,961.9%
-3,716.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +0.9% | +11.7% | -10.8% | -0.6% |
| 30D | -1.4% | -4.0% | +2.6% | -1.0% |
| 3M | +2.3% | -25.8% | +28.1% | +5.6% |
| 6M | +15.7% | -8.3% | +24.0% | +15.8% |
| YTD | +8.6% | +14.8% | -6.2% | +5.4% |
| 1Y | +14.1% | +37.9% | -23.8% | +7.9% |
| 3Y | +87.9% | +216.3% | -128.4% | +58.3% |
| 5Y | +76.3% | +277.2% | -200.9% | +45.1% |
| 10Y | +409.7% | +3,074.3% | -2,664.7% | +252.5% |
| All | +1,245.4% | +4,961.9% | -3,716.5% | +734.8% |
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 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