+54.9%
XLE vs NVMI
+212.4%
-157.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | 0.0% | +11.7% | -11.7% | -0.5% |
| 30D | +12.6% | -4.0% | +16.7% | +12.8% |
| 3M | +11.8% | -25.8% | +37.6% | +13.1% |
| 6M | +16.1% | -8.3% | +24.4% | +14.8% |
| YTD | +46.9% | +14.8% | +32.0% | +41.9% |
| 1Y | +53.3% | +37.9% | +15.4% | +45.1% |
| 3Y | +54.9% | +216.3% | -161.3% | +33.3% |
| All | +54.9% | +212.4% | -157.5% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling