+808.0%
XLI vs NVMI
+1,933.5%
-1,125.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | -2.3% | +3.8% | -6.1% | -2.7% |
| 30D | -8.2% | -7.6% | -0.6% | -7.5% |
| 3M | +0.8% | -28.0% | +28.8% | +3.5% |
| 6M | +0.8% | -15.3% | +16.1% | +1.7% |
| YTD | +10.5% | +11.5% | -0.9% | +8.5% |
| 1Y | +14.1% | +31.6% | -17.5% | +10.0% |
| 3Y | +68.6% | +207.0% | -138.4% | +47.9% |
| 5Y | +80.4% | +262.8% | -182.4% | +54.5% |
| 10Y | +254.6% | +3,074.6% | -2,820.0% | +155.6% |
| All | +808.0% | +1,933.5% | -1,125.5% | +441.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling