+69.7%
XLC vs NVMI
+203.1%
-133.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | -1.7% | +3.8% | -5.4% | -2.1% |
| 30D | +0.2% | -7.6% | +7.8% | +0.9% |
| 3M | +0.7% | -28.0% | +28.7% | +3.6% |
| 6M | -4.5% | -15.3% | +10.8% | -4.6% |
| YTD | -4.7% | +11.5% | -16.2% | -9.2% |
| 1Y | -1.5% | +31.6% | -33.1% | -9.0% |
| All | +69.7% | +203.1% | -133.4% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling