+227.7%
XLE vs NVMI
+274.3%
-46.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +0.3% | +6.9% | -6.6% | -0.2% |
| 30D | +8.5% | -2.8% | +11.4% | +8.7% |
| 3M | +14.6% | -27.3% | +42.0% | +17.0% |
| 6M | +17.6% | -13.7% | +31.2% | +17.0% |
| YTD | +48.1% | +13.8% | +34.2% | +42.1% |
| 1Y | +53.8% | +34.9% | +18.9% | +43.8% |
| 3Y | +56.2% | +213.5% | -157.3% | +24.5% |
| 5Y | +227.7% | +272.5% | -44.7% | +146.6% |
| All | +227.7% | +274.3% | -46.6% | +146.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling