+42.0%
XLP vs NVMI
+145.1%
-103.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.7% | -13.0% | -1.3% |
| 7D | +0.7% | +0.3% | +0.4% | +0.8% |
| 30D | +10.3% | -17.1% | +27.4% | +10.3% |
| 3M | +6.5% | -17.9% | +24.4% | +6.6% |
| 6M | +8.4% | -41.4% | +49.8% | +8.8% |
| YTD | +18.2% | -4.6% | +22.8% | +16.8% |
| 1Y | +22.4% | -0.3% | +22.7% | +20.8% |
| 3Y | +41.9% | +214.5% | -172.6% | +25.7% |
| All | +42.0% | +145.1% | -103.1% | +25.6% |
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