+260.2%
NVMI vs EXR
-10.8%
+271.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | -0.1% | -1.2% | +1.1% | +0.3% |
| 30D | -8.4% | -6.2% | -2.2% | -6.7% |
| 3M | -33.6% | -7.4% | -26.2% | -32.4% |
| 6M | -14.7% | -0.5% | -14.1% | -15.2% |
| YTD | +13.2% | +8.1% | +5.1% | +9.2% |
| 1Y | +29.0% | -2.9% | +31.9% | +28.6% |
| 3Y | +215.0% | +22.9% | +192.0% | +176.7% |
| All | +260.2% | -10.8% | +271.1% | +261.9% |
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 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