+120.2%
NEM vs XME
+108.0%
+12.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.5% |
| 7D | -6.4% | +0.3% | -6.7% | -6.6% |
| 30D | +1.4% | -6.1% | +7.5% | +5.4% |
| 3M | -0.7% | -18.6% | +17.9% | +13.3% |
| 6M | -4.5% | -23.9% | +19.4% | +14.0% |
| YTD | +14.0% | -9.3% | +23.4% | +23.5% |
| 1Y | +27.3% | +1.8% | +25.5% | +29.2% |
| 3Y | +250.5% | +93.0% | +157.5% | +151.6% |
| All | +120.2% | +108.0% | +12.2% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling