+33.4%
XLB vs NVMI
+263.1%
-229.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | -3.5% | +3.8% | -7.3% | -4.1% |
| 30D | -4.7% | -7.6% | +2.9% | -3.6% |
| 3M | +2.7% | -28.0% | +30.7% | +7.2% |
| 6M | +2.6% | -15.3% | +17.9% | +3.4% |
| YTD | +12.8% | +11.5% | +1.4% | +7.8% |
| 1Y | +14.0% | +31.6% | -17.6% | +4.9% |
| 3Y | +31.5% | +207.0% | -175.5% | -5.7% |
| 5Y | +33.4% | +262.8% | -229.4% | -11.4% |
| All | +33.4% | +263.1% | -229.7% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling