+165.8%
XHB vs NVMI
+15,456.9%
-15,291.1%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.3% |
| 7D | -4.6% | -0.1% | -4.6% | -4.6% |
| 30D | -9.1% | -8.4% | -0.7% | -7.9% |
| 3M | -8.6% | -33.6% | +25.0% | -3.1% |
| 6M | -4.0% | -14.7% | +10.7% | -2.7% |
| YTD | -3.9% | +13.2% | -17.2% | -7.4% |
| 1Y | -16.5% | +29.0% | -45.5% | -21.5% |
| 3Y | +22.6% | +215.0% | -192.4% | -3.5% |
| 5Y | +33.9% | +268.6% | -234.6% | +1.9% |
| 10Y | +213.0% | +3,124.7% | -2,911.7% | +77.3% |
| All | +165.8% | +15,456.9% | -15,291.1% | +10.4% |
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