+166.3%
XME vs NVMI
+261.9%
-95.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.5% |
| 7D | -4.2% | -0.1% | -4.1% | -4.2% |
| 30D | -2.7% | -8.4% | +5.7% | -0.2% |
| 3M | -3.9% | -33.6% | +29.6% | +7.2% |
| 6M | -1.0% | -14.7% | +13.7% | +1.8% |
| YTD | +9.8% | +13.2% | -3.4% | +3.9% |
| 1Y | +32.5% | +29.0% | +3.5% | +20.3% |
| 3Y | +124.3% | +215.0% | -90.6% | +44.8% |
| All | +166.3% | +261.9% | -95.6% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling