+239.4%
XME vs NVMI
+18,592.5%
-18,353.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.5% |
| 7D | -0.2% | +6.9% | -7.2% | -1.5% |
| 30D | +1.4% | -2.8% | +4.2% | +1.9% |
| 3M | +2.7% | -27.3% | +30.1% | +8.2% |
| 6M | +6.5% | -13.7% | +20.2% | +8.3% |
| YTD | +15.2% | +13.8% | +1.3% | +11.6% |
| 1Y | +43.5% | +34.9% | +8.6% | +34.7% |
| 3Y | +135.9% | +213.5% | -77.7% | +86.5% |
| 5Y | +181.5% | +272.5% | -91.0% | +113.2% |
| 10Y | +436.9% | +3,142.4% | -2,705.6% | +199.1% |
| All | +239.4% | +18,592.5% | -18,353.1% | +51.1% |
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