+488.7%
VYM vs NVMI
+16,800.5%
-16,311.8%
-57.0%
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 | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -2.2% | -8.4% | +6.1% | -1.5% |
| 3M | +3.1% | -33.6% | +36.6% | +6.6% |
| 6M | +9.7% | -14.7% | +24.4% | +10.3% |
| YTD | +14.9% | +13.2% | +1.7% | +12.1% |
| 1Y | +17.6% | +29.0% | -11.4% | +12.9% |
| 3Y | +65.3% | +215.0% | -149.7% | +42.5% |
| 5Y | +78.7% | +268.6% | -189.8% | +49.9% |
| 10Y | +208.2% | +3,124.7% | -2,916.5% | +114.7% |
| All | +488.7% | +16,800.5% | -16,311.8% | +250.7% |
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