+216.7%
NVMI vs EXR
+21.4%
+195.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.4% |
| 7D | +6.9% | -3.1% | +10.0% | +7.6% |
| 30D | -2.8% | -7.5% | +4.7% | -1.4% |
| 3M | -27.3% | -7.5% | -19.8% | -26.6% |
| 6M | -13.7% | -5.2% | -8.5% | -13.4% |
| YTD | +13.8% | +6.5% | +7.3% | +11.1% |
| 1Y | +34.9% | -2.0% | +36.9% | +33.9% |
| All | +216.7% | +21.4% | +195.3% | +179.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling