+280.5%
NEM vs XME
+242.3%
+38.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +23.1% | +6.0% | +17.1% | +19.4% |
| 3M | +18.5% | -7.7% | +26.2% | +24.3% |
| 6M | +7.8% | +1.0% | +6.8% | +7.8% |
| YTD | +29.1% | +14.6% | +14.5% | +21.4% |
| 1Y | +72.7% | +46.0% | +26.7% | +43.3% |
| 3Y | +248.7% | +127.0% | +121.7% | +128.2% |
| 5Y | +148.7% | +175.8% | -27.1% | +41.3% |
| 10Y | +304.8% | +414.6% | -109.9% | +47.5% |
| All | +280.5% | +242.3% | +38.1% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling