+513.3%
XRT vs NVMI
+18,505.0%
-17,991.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.3% |
| 7D | +0.8% | +6.6% | -5.8% | -0.1% |
| 30D | -4.2% | -7.5% | +3.3% | -3.3% |
| 3M | +5.1% | -28.5% | +33.6% | +8.9% |
| 6M | +2.4% | -15.7% | +18.2% | +3.3% |
| YTD | +3.2% | +13.3% | -10.1% | -0.5% |
| 1Y | +1.5% | +48.3% | -46.8% | -6.0% |
| 3Y | +40.6% | +191.2% | -150.7% | +15.5% |
| 5Y | -1.0% | +268.7% | -269.7% | -21.6% |
| 10Y | +128.4% | +3,034.8% | -2,906.4% | +42.8% |
| All | +513.3% | +18,505.0% | -17,991.7% | +214.3% |
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 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