+599.4%
XLP vs NVMI
+1,967.2%
-1,367.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.0% |
| 7D | -1.0% | +6.6% | -7.6% | -1.2% |
| 30D | -0.9% | -7.5% | +6.6% | -0.7% |
| 3M | +3.8% | -28.5% | +32.3% | +4.6% |
| 6M | -1.7% | -15.7% | +14.0% | -1.6% |
| YTD | +10.3% | +13.3% | -3.1% | +9.2% |
| 1Y | +7.8% | +48.3% | -40.5% | +5.7% |
| 3Y | +27.2% | +191.2% | -164.0% | +20.7% |
| 5Y | +32.5% | +268.7% | -236.1% | +24.1% |
| 10Y | +101.8% | +3,034.8% | -2,933.0% | +76.7% |
| All | +599.4% | +1,967.2% | -1,367.9% | +468.0% |
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