+11,864.6%
NVMI vs EXR
+2,662.2%
+9,202.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.9% |
| 7D | +6.6% | -2.6% | +9.2% | +7.4% |
| 30D | -7.5% | -7.2% | -0.3% | -5.5% |
| 3M | -28.5% | -3.5% | -25.0% | -28.2% |
| 6M | -15.7% | -5.3% | -10.4% | -14.8% |
| YTD | +13.3% | +9.4% | +4.0% | +9.5% |
| 1Y | +48.3% | +1.3% | +47.0% | +46.2% |
| 3Y | +191.2% | +22.4% | +168.8% | +165.1% |
| 5Y | +268.7% | -12.2% | +280.9% | +266.8% |
| 10Y | +3,034.8% | +148.6% | +2,886.2% | +2,066.5% |
| All | +11,864.6% | +2,662.2% | +9,202.4% | +3,255.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling