-65.6%
XE vs NVMI
-44.3%
-21.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -2.4% | -6.0% | -7.5% |
| 7D | -12.9% | -11.8% | -1.1% | -8.2% |
| 30D | -30.3% | -24.8% | -5.4% | -22.0% |
| 3M | -45.9% | -28.6% | -17.3% | -38.6% |
| 6M | -66.2% | -40.0% | -26.2% | -61.6% |
| All | -65.6% | -44.3% | -21.3% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 1y: compounded portfolio wealth divided by compounded NVMI 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…
1y analysis · Full analysis span regression · 6 months rolling