+321.7%
VWO vs NVMI
+10,677.1%
-10,355.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -0.1% | -8.4% | +8.3% | +0.9% |
| 3M | +2.2% | -33.6% | +35.8% | +7.1% |
| 6M | +8.8% | -14.7% | +23.4% | +9.9% |
| YTD | +12.4% | +13.2% | -0.8% | +9.4% |
| 1Y | +15.6% | +29.0% | -13.4% | +10.3% |
| 3Y | +62.5% | +215.0% | -152.5% | +35.2% |
| 5Y | +34.3% | +268.6% | -234.3% | +8.1% |
| 10Y | +114.8% | +3,124.7% | -3,009.9% | +36.2% |
| All | +321.7% | +10,677.1% | -10,355.4% | +127.2% |
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