+141.4%
XLC vs NVMI
+1,193.7%
-1,052.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | +0.6% | +11.7% | -11.1% | -2.1% |
| 30D | +0.2% | -4.0% | +4.3% | +0.9% |
| 3M | +0.6% | -25.8% | +26.4% | +6.2% |
| 6M | -4.5% | -8.3% | +3.8% | -6.3% |
| YTD | -4.7% | +14.8% | -19.6% | -13.2% |
| 1Y | -1.7% | +37.9% | -39.5% | -16.0% |
| 3Y | +72.3% | +216.3% | -144.0% | +1.1% |
| 5Y | +37.8% | +277.2% | -239.4% | -28.1% |
| All | +141.4% | +1,193.7% | -1,052.3% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling