+17.6%
VYM vs NVMI
+32.8%
-15.2%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -2.2% | -8.4% | +6.1% | -1.6% |
| 3M | +3.1% | -33.6% | +36.6% | +6.2% |
| 6M | +9.7% | -14.7% | +24.4% | +9.5% |
| YTD | +14.9% | +13.2% | +1.7% | +10.9% |
| 1Y | +17.6% | +29.0% | -11.4% | +12.5% |
| All | +17.6% | +32.8% | -15.2% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling