+176.9%
XLE vs NVMI
+3,108.0%
-2,931.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | +0.5% | +3.8% | -3.3% | -0.2% |
| 30D | +6.6% | -7.6% | +14.1% | +7.8% |
| 3M | +12.3% | -28.0% | +40.3% | +17.2% |
| 6M | +18.4% | -15.3% | +33.7% | +18.2% |
| YTD | +47.2% | +11.5% | +35.8% | +38.1% |
| 1Y | +50.3% | +31.6% | +18.7% | +34.9% |
| 3Y | +55.3% | +207.0% | -151.7% | +6.5% |
| 5Y | +226.0% | +262.8% | -36.9% | +102.2% |
| All | +176.9% | +3,108.0% | -2,931.0% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling