+1,450.2%
XPO vs NVMI
+3,158.6%
-1,708.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.7% |
| 7D | -5.7% | -0.1% | -5.6% | -5.6% |
| 30D | -12.8% | -8.4% | -4.4% | -9.8% |
| 3M | -20.0% | -33.6% | +13.6% | -7.6% |
| 6M | -6.0% | -14.7% | +8.6% | -4.0% |
| YTD | +34.0% | +13.2% | +20.8% | +20.7% |
| 1Y | +35.6% | +29.0% | +6.5% | +13.3% |
| 3Y | +152.3% | +215.0% | -62.7% | +25.0% |
| 5Y | +264.4% | +268.6% | -4.2% | +61.9% |
| All | +1,450.2% | +3,158.6% | -1,708.4% | +234.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling