+10,554.8%
XPO vs NVMI
+7,347.2%
+3,207.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.9% |
| 7D | -0.9% | +6.9% | -7.9% | -1.9% |
| 30D | -8.1% | -2.8% | -5.2% | -7.7% |
| 3M | -19.0% | -27.3% | +8.3% | -15.7% |
| 6M | -5.2% | -13.7% | +8.5% | -4.1% |
| YTD | +35.6% | +13.8% | +21.7% | +31.8% |
| 1Y | +41.1% | +34.9% | +6.2% | +33.4% |
| 3Y | +157.9% | +213.5% | -55.6% | +113.9% |
| 5Y | +265.6% | +272.5% | -6.8% | +197.0% |
| 10Y | +1,516.8% | +3,142.4% | -1,625.6% | +1,011.5% |
| All | +10,554.8% | +7,347.2% | +3,207.6% | +5,089.1% |
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