+16.9%
XLB vs NVMI
+53.9%
-36.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.9% |
| 7D | -1.4% | +6.6% | -8.0% | -2.0% |
| 30D | -0.4% | -7.5% | +7.1% | +0.2% |
| 3M | +2.0% | -28.5% | +30.5% | +4.7% |
| 6M | +1.8% | -15.7% | +17.6% | +2.4% |
| YTD | +16.6% | +13.3% | +3.3% | +13.9% |
| 1Y | +16.9% | +48.3% | -31.3% | +11.8% |
| All | +16.9% | +53.9% | -36.9% | +11.8% |
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