+642.7%
XLU vs NVMI
+1,965.6%
-1,322.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -3.3% | -8.4% | +5.1% | -3.1% |
| 3M | -3.2% | -33.6% | +30.4% | -2.1% |
| 6M | -7.0% | -14.7% | +7.7% | -6.8% |
| YTD | +0.6% | +13.2% | -12.6% | -0.2% |
| 1Y | +2.4% | +29.0% | -26.6% | +1.1% |
| 3Y | +46.3% | +215.0% | -168.7% | +39.2% |
| 5Y | +44.0% | +268.6% | -224.6% | +35.7% |
| 10Y | +140.1% | +3,124.7% | -2,984.7% | +112.6% |
| All | +642.7% | +1,965.6% | -1,322.9% | +491.4% |
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