+91.1%
EXE vs NVMI
+261.9%
-170.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.2% |
| 7D | -3.1% | -0.1% | -3.1% | -3.1% |
| 30D | -0.9% | -8.4% | +7.5% | -0.3% |
| 3M | +9.6% | -33.6% | +43.1% | +13.2% |
| 6M | -11.6% | -14.7% | +3.1% | -11.7% |
| YTD | -12.6% | +13.2% | -25.8% | -16.2% |
| 1Y | +1.2% | +29.0% | -27.8% | -5.1% |
| 3Y | +18.0% | +215.0% | -197.0% | -7.4% |
| All | +91.1% | +261.9% | -170.8% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling