+179.3%
EXE vs NVMI
+387.0%
-207.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.2% |
| 7D | -1.8% | +11.7% | -13.5% | -2.8% |
| 30D | +6.4% | -4.0% | +10.4% | +6.7% |
| 3M | +9.2% | -25.8% | +35.0% | +11.6% |
| 6M | -7.0% | -8.3% | +1.3% | -7.8% |
| YTD | -9.5% | +14.8% | -24.3% | -13.2% |
| 1Y | +6.2% | +37.9% | -31.6% | -1.0% |
| 3Y | +20.7% | +216.3% | -195.5% | -4.0% |
| 5Y | +103.6% | +277.2% | -173.5% | +56.6% |
| All | +179.3% | +387.0% | -207.8% | +109.6% |
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