+883.0%
XLY vs NVMI
+1,965.6%
-1,082.6%
-59.0%
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 | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -4.2% | -8.4% | +4.2% | -3.4% |
| 3M | -2.7% | -33.6% | +30.9% | +0.9% |
| 6M | -0.6% | -14.7% | +14.0% | 0.0% |
| YTD | -5.0% | +13.2% | -18.2% | -7.4% |
| 1Y | -4.1% | +29.0% | -33.1% | -8.0% |
| 3Y | +33.6% | +215.0% | -181.4% | +15.3% |
| 5Y | +28.7% | +268.6% | -239.9% | +9.0% |
| 10Y | +219.6% | +3,124.7% | -2,905.1% | +128.1% |
| All | +883.0% | +1,965.6% | -1,082.6% | +473.4% |
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