+128.8%
XLP vs NVMI
+2,631.5%
-2,502.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.5% | +0.6% |
| 7D | +0.1% | +9.6% | -9.6% | -0.4% |
| 30D | +8.9% | -5.6% | +14.5% | +9.2% |
| 3M | +7.5% | -15.2% | +22.7% | +8.2% |
| 6M | +9.4% | -36.1% | +45.5% | +11.4% |
| YTD | +19.3% | +1.5% | +17.8% | +16.8% |
| 1Y | +21.7% | +8.3% | +13.4% | +18.4% |
| 3Y | +44.0% | +212.6% | -168.6% | +21.2% |
| 5Y | +42.8% | +158.4% | -115.6% | +20.5% |
| 10Y | +128.8% | +2,587.4% | -2,458.6% | +46.6% |
| All | +128.8% | +2,631.5% | -2,502.7% | +46.6% |
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 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