+250.5%
NEM vs XME
+132.9%
+117.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.8% |
| 7D | +3.1% | -0.2% | +3.3% | +3.2% |
| 30D | +10.0% | +1.4% | +8.6% | +8.7% |
| 3M | +30.9% | +2.7% | +28.2% | +28.3% |
| 6M | +10.5% | +6.5% | +4.0% | +5.3% |
| YTD | +29.7% | +15.2% | +14.5% | +17.7% |
| 1Y | +71.1% | +43.5% | +27.6% | +33.7% |
| All | +250.5% | +132.9% | +117.5% | +82.1% |
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