+39.3%
XLC vs NVMI
+263.1%
-223.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | -1.7% | +3.8% | -5.4% | -2.4% |
| 30D | +0.2% | -7.6% | +7.8% | +1.4% |
| 3M | +0.7% | -28.0% | +28.7% | +5.6% |
| 6M | -4.5% | -15.3% | +10.8% | -4.4% |
| YTD | -4.7% | +11.5% | -16.2% | -11.3% |
| 1Y | -1.5% | +31.6% | -33.1% | -12.6% |
| 3Y | +72.2% | +207.0% | -134.7% | +9.0% |
| 5Y | +39.3% | +262.8% | -223.5% | -19.0% |
| All | +39.3% | +263.1% | -223.8% | -19.0% |
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 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