+555.9%
XYZ vs NVMI
+3,002.2%
-2,446.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -2.2% |
| 7D | -2.2% | +15.3% | -17.5% | -9.4% |
| 30D | +11.6% | +0.1% | +11.5% | +10.3% |
| 3M | +8.4% | -14.0% | +22.4% | +14.4% |
| 6M | +17.2% | -35.2% | +52.4% | +35.7% |
| YTD | +31.7% | +3.7% | +28.0% | +13.5% |
| 1Y | +30.1% | +10.3% | +19.8% | +7.2% |
| 3Y | +66.4% | +204.8% | -138.4% | -40.0% |
| 5Y | -62.2% | +158.9% | -221.0% | -84.8% |
| 10Y | +621.5% | +2,646.9% | -2,025.4% | +2.7% |
| All | +555.9% | +3,002.2% | -2,446.3% | -13.3% |
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