-4.5%
XRT vs NVMI
+140.3%
-144.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +1.1% |
| 7D | +1.7% | +1.5% | +0.2% | +1.4% |
| 30D | +7.5% | -4.1% | +11.6% | +7.9% |
| 3M | +2.2% | -22.8% | +24.9% | +7.1% |
| 6M | +14.7% | -36.9% | +51.5% | +23.3% |
| YTD | +7.5% | -3.2% | +10.7% | +1.7% |
| 1Y | +14.1% | +7.1% | +7.0% | +4.7% |
| 3Y | +58.8% | +181.5% | -122.7% | -7.4% |
| All | -4.5% | +140.3% | -144.8% | -45.3% |
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