-2.6%
XRT vs NVMI
+263.1%
-265.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | -3.6% | +3.8% | -7.4% | -4.4% |
| 30D | -6.7% | -7.6% | +0.9% | -5.3% |
| 3M | -1.4% | -28.0% | +26.6% | +4.5% |
| 6M | +1.7% | -15.3% | +17.0% | +2.3% |
| YTD | -1.5% | +11.5% | -12.9% | -8.7% |
| 1Y | -2.5% | +31.6% | -34.1% | -14.4% |
| 3Y | +39.9% | +207.0% | -167.1% | -16.8% |
| 5Y | -2.6% | +262.8% | -265.5% | -45.4% |
| All | -2.6% | +263.1% | -265.7% | -45.4% |
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 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