+108.1%
XLRE vs NVMI
+3,471.7%
-3,363.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -2.4% | -8.4% | +6.0% | -1.4% |
| 3M | -2.5% | -33.6% | +31.1% | +2.0% |
| 6M | +4.0% | -14.7% | +18.7% | +4.1% |
| YTD | +9.3% | +13.2% | -3.9% | +4.4% |
| 1Y | +5.6% | +29.0% | -23.4% | -1.7% |
| 3Y | +31.3% | +215.0% | -183.7% | -0.8% |
| 5Y | +9.5% | +268.6% | -259.0% | -21.9% |
| 10Y | +89.0% | +3,124.7% | -3,035.7% | -5.7% |
| All | +108.1% | +3,471.7% | -3,363.5% | +1.0% |
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