+49.9%
XLE vs NVMI
-11.6%
+61.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.4% | -2.3% | -4.9% |
| 7D | -7.2% | -11.8% | +4.6% | -7.8% |
| 30D | +0.1% | -24.8% | +24.9% | -1.4% |
| 3M | +9.2% | -28.6% | +37.8% | +7.5% |
| 6M | +8.4% | -40.0% | +48.4% | +6.1% |
| YTD | +44.9% | -10.1% | +54.9% | +41.2% |
| 1Y | +49.9% | -9.8% | +59.6% | +46.8% |
| All | +49.9% | -11.6% | +61.4% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling