+103.1%
NI vs XME
+93.2%
+9.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +4.3% | +0.3% | +4.0% | +4.2% |
| 30D | +12.4% | -6.1% | +18.5% | +13.0% |
| 3M | +10.2% | -18.6% | +28.8% | +12.4% |
| 6M | -0.8% | -23.9% | +23.1% | +1.8% |
| YTD | +13.2% | -9.3% | +22.6% | +12.3% |
| 1Y | +10.1% | +1.8% | +8.3% | +6.9% |
| 3Y | +103.1% | +93.0% | +10.1% | +55.4% |
| All | +103.1% | +93.2% | +9.9% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling