+250.5%
NEM vs XME
+93.2%
+157.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.7% |
| 7D | -6.4% | +0.3% | -6.7% | -6.6% |
| 30D | +1.4% | -6.1% | +7.5% | +6.2% |
| 3M | -0.7% | -18.6% | +17.9% | +16.5% |
| 6M | -4.5% | -23.9% | +19.4% | +18.1% |
| YTD | +14.0% | -9.3% | +23.4% | +24.8% |
| 1Y | +27.3% | +1.8% | +25.5% | +28.4% |
| 3Y | +250.5% | +93.0% | +157.5% | +111.1% |
| All | +250.5% | +93.2% | +157.3% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling