+951.4%
XEL vs NVMI
+1,965.6%
-1,014.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -3.9% | -8.4% | +4.5% | -3.8% |
| 3M | -2.8% | -33.6% | +30.7% | -2.2% |
| 6M | -5.4% | -14.7% | +9.3% | -5.3% |
| YTD | +3.8% | +13.2% | -9.5% | +3.2% |
| 1Y | +6.8% | +29.0% | -22.2% | +6.0% |
| 3Y | +45.6% | +215.0% | -169.4% | +40.7% |
| 5Y | +30.7% | +268.6% | -237.9% | +25.3% |
| 10Y | +151.7% | +3,124.7% | -2,973.0% | +130.0% |
| All | +951.4% | +1,965.6% | -1,014.2% | +841.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling