+141.4%
NVMI vs EXR
-1.8%
+143.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | +1.5% | -0.4% | +1.9% | +1.6% |
| 30D | -4.1% | +18.2% | -22.3% | -8.9% |
| 3M | -22.8% | +7.3% | -30.1% | -24.5% |
| 6M | -36.9% | +13.8% | -50.7% | -39.8% |
| YTD | -3.2% | +25.9% | -29.1% | -11.0% |
| 1Y | +7.1% | +25.8% | -18.7% | -1.6% |
| 3Y | +181.5% | +53.7% | +127.8% | +128.6% |
| All | +141.4% | -1.8% | +143.2% | +133.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling