+64.3%
XLF vs NVMI
+261.9%
-197.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -1.2% | -8.4% | +7.2% | -0.1% |
| 3M | +9.2% | -33.6% | +42.7% | +14.4% |
| 6M | +16.3% | -14.7% | +31.0% | +16.3% |
| YTD | +5.4% | +13.2% | -7.8% | +0.2% |
| 1Y | +7.6% | +29.0% | -21.4% | -0.5% |
| 3Y | +74.2% | +215.0% | -140.8% | +26.6% |
| All | +64.3% | +261.9% | -197.6% | +12.6% |
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