+48.3%
XLE vs NVMI
+53.9%
-5.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -0.6% |
| 7D | +2.2% | +6.6% | -4.4% | +2.5% |
| 30D | +11.8% | -7.5% | +19.3% | +11.5% |
| 3M | +9.8% | -28.5% | +38.3% | +8.9% |
| 6M | +15.6% | -15.7% | +31.3% | +14.4% |
| YTD | +45.3% | +13.3% | +31.9% | +41.8% |
| 1Y | +48.3% | +48.3% | 0.0% | +50.0% |
| All | +48.3% | +53.9% | -5.6% | +50.0% |
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 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