-9.8%
NVMI vs EXR
+28.1%
-37.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -2.2% |
| 7D | -11.8% | +11.3% | -23.0% | -11.3% |
| 30D | -24.8% | +21.2% | -46.0% | -24.3% |
| 3M | -28.6% | +8.7% | -37.3% | -27.9% |
| 6M | -40.0% | +18.2% | -58.2% | -41.1% |
| YTD | -10.1% | +27.9% | -38.0% | -12.5% |
| 1Y | -9.8% | +28.3% | -38.1% | -11.9% |
| All | -9.8% | +28.1% | -37.8% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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