+166.9%
XLE vs NVMI
+140.3%
+26.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.2% |
| 7D | +5.4% | +1.5% | +3.9% | +5.3% |
| 30D | -3.9% | -4.1% | +0.1% | -3.8% |
| 3M | +7.0% | -22.8% | +29.8% | +8.8% |
| 6M | +14.2% | -36.9% | +51.1% | +17.2% |
| YTD | +48.2% | -3.2% | +51.4% | +43.5% |
| 1Y | +47.7% | +7.1% | +40.6% | +41.1% |
| 3Y | +70.0% | +181.5% | -111.5% | +35.1% |
| All | +166.9% | +140.3% | +26.6% | +104.3% |
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 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