+102.9%
XLP vs NVMI
+3,055.7%
-2,952.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -1.4% | +11.7% | -13.1% | -2.1% |
| 30D | -1.3% | -4.0% | +2.8% | -1.1% |
| 3M | +1.8% | -25.8% | +27.6% | +3.2% |
| 6M | -0.8% | -8.3% | +7.5% | -1.4% |
| YTD | +9.5% | +14.8% | -5.3% | +6.7% |
| 1Y | +7.2% | +37.9% | -30.7% | +2.5% |
| 3Y | +27.1% | +216.3% | -189.1% | +7.8% |
| 5Y | +32.0% | +277.2% | -245.1% | +6.9% |
| 10Y | +102.9% | +3,074.3% | -2,971.4% | +26.1% |
| All | +102.9% | +3,055.7% | -2,952.8% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling