+597.9%
XYZ vs NVMI
+3,108.0%
-2,510.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.7% |
| 7D | -5.2% | +3.8% | -8.9% | -7.2% |
| 30D | 0.0% | -7.6% | +7.6% | +3.7% |
| 3M | +18.7% | -28.0% | +46.7% | +35.3% |
| 6M | +20.5% | -15.3% | +35.8% | +21.8% |
| YTD | +21.5% | +11.5% | +10.0% | +2.4% |
| 1Y | +7.2% | +31.6% | -24.4% | -19.8% |
| 3Y | +49.0% | +207.0% | -158.0% | -46.7% |
| 5Y | -68.1% | +262.8% | -330.9% | -89.8% |
| All | +597.9% | +3,108.0% | -2,510.1% | -15.9% |
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