+32.6%
NET vs XME
+122.5%
-89.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -1.8% |
| 7D | -16.4% | -5.5% | -10.9% | -12.8% |
| 30D | -25.8% | -11.1% | -14.7% | -19.2% |
| 3M | -11.5% | -11.1% | -0.4% | -4.5% |
| 6M | +18.9% | -18.0% | +36.9% | +34.5% |
| YTD | +35.2% | -7.4% | +42.6% | +33.7% |
| 1Y | +14.5% | +6.7% | +7.8% | -0.2% |
| 3Y | +313.8% | +89.9% | +223.9% | +99.8% |
| 5Y | +32.6% | +125.2% | -92.6% | -42.2% |
| All | +32.6% | +122.5% | -89.9% | -42.2% |
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