+3,105.2%
NVMI vs EXR
+149.6%
+2,955.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | +3.8% | -3.2% | +7.0% | +4.6% |
| 30D | -7.6% | -6.9% | -0.7% | -6.0% |
| 3M | -28.0% | -7.8% | -20.2% | -26.9% |
| 6M | -15.3% | -4.9% | -10.4% | -14.7% |
| YTD | +11.5% | +7.2% | +4.3% | +8.8% |
| 1Y | +31.6% | -1.5% | +33.1% | +30.9% |
| 3Y | +207.0% | +22.3% | +184.7% | +182.7% |
| 5Y | +262.8% | -10.9% | +273.8% | +260.4% |
| All | +3,105.2% | +149.6% | +2,955.6% | +2,740.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling