+140.2%
NI vs XME
+421.4%
-281.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | 0.0% | -4.2% | +4.3% | +0.9% |
| 30D | -1.4% | -2.7% | +1.3% | -1.0% |
| 3M | -10.6% | -3.9% | -6.7% | -10.2% |
| 6M | -9.3% | -1.0% | -8.3% | -10.1% |
| YTD | +1.1% | +9.8% | -8.7% | -2.5% |
| 1Y | +3.4% | +32.5% | -29.2% | -5.1% |
| 3Y | +67.9% | +124.3% | -56.5% | +34.0% |
| 5Y | +98.0% | +165.8% | -67.8% | +48.6% |
| All | +140.2% | +421.4% | -281.2% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling