+154.0%
NEM vs XME
+167.8%
-13.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | +0.4% |
| 7D | -3.3% | -3.0% | -0.2% | -1.4% |
| 30D | +7.8% | -2.6% | +10.4% | +9.7% |
| 3M | +36.3% | +2.2% | +34.1% | +34.7% |
| 6M | +6.6% | +0.7% | +5.9% | +6.6% |
| YTD | +27.1% | +10.9% | +16.2% | +21.2% |
| 1Y | +62.3% | +35.7% | +26.6% | +39.2% |
| 3Y | +245.1% | +127.1% | +117.9% | +125.3% |
| 5Y | +154.0% | +168.5% | -14.5% | +58.1% |
| All | +154.0% | +167.8% | -13.8% | +58.1% |
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 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