+29.5%
XLB vs NVMI
-11.6%
+41.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +2.7% |
| 7D | +3.9% | -11.8% | +15.7% | +5.0% |
| 30D | +8.9% | -24.8% | +33.7% | +11.6% |
| 3M | +4.1% | -28.6% | +32.7% | +7.1% |
| 6M | +7.3% | -40.0% | +47.3% | +11.4% |
| YTD | +20.4% | -10.1% | +30.4% | +19.9% |
| 1Y | +29.5% | -9.8% | +39.3% | +28.9% |
| All | +29.5% | -11.6% | +41.1% | +28.9% |
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