+93.1%
EXPE vs NVMI
+263.1%
-170.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.1% |
| 7D | -8.7% | +3.8% | -12.4% | -9.6% |
| 30D | -13.6% | -7.6% | -6.1% | -12.3% |
| 3M | +26.6% | -28.0% | +54.6% | +34.3% |
| 6M | +19.9% | -15.3% | +35.3% | +19.0% |
| YTD | -1.7% | +11.5% | -13.2% | -11.9% |
| 1Y | +29.4% | +31.6% | -2.2% | +8.1% |
| 3Y | +155.7% | +207.0% | -51.3% | +35.5% |
| 5Y | +93.1% | +262.8% | -169.8% | -2.7% |
| All | +93.1% | +263.1% | -170.0% | -2.7% |
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 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