+661.1%
XLP vs NVMI
+1,792.3%
-1,131.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.3% |
| 7D | -0.5% | +15.3% | -15.9% | -1.0% |
| 30D | +8.3% | +0.1% | +8.3% | +8.3% |
| 3M | +8.7% | -14.0% | +22.7% | +9.0% |
| 6M | +11.2% | -35.2% | +46.4% | +12.2% |
| YTD | +20.0% | +3.7% | +16.3% | +19.0% |
| 1Y | +21.3% | +10.3% | +11.1% | +20.1% |
| 3Y | +43.8% | +204.8% | -161.0% | +36.1% |
| 5Y | +43.3% | +158.9% | -115.5% | +35.6% |
| 10Y | +136.8% | +2,646.9% | -2,510.2% | +107.8% |
| All | +661.1% | +1,792.3% | -1,131.2% | +519.1% |
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 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