+143.7%
XLC vs NVMI
+1,175.5%
-1,031.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +2.1% | -8.4% | +10.5% | +4.0% |
| 3M | +0.7% | -33.6% | +34.2% | +9.5% |
| 6M | -3.2% | -14.7% | +11.5% | -3.2% |
| YTD | -3.8% | +13.2% | -17.0% | -12.1% |
| 1Y | -2.0% | +29.0% | -31.0% | -14.8% |
| 3Y | +71.4% | +215.0% | -143.6% | +0.5% |
| 5Y | +40.7% | +268.6% | -227.9% | -26.0% |
| All | +143.7% | +1,175.5% | -1,031.8% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling