+1,060.0%
NI vs XME
+170.7%
+889.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +4.3% | +0.3% | +4.0% | +4.2% |
| 30D | +12.4% | -6.1% | +18.5% | +13.8% |
| 3M | +10.2% | -18.6% | +28.8% | +15.2% |
| 6M | -0.8% | -23.9% | +23.1% | +4.6% |
| YTD | +13.2% | -9.3% | +22.6% | +13.6% |
| 1Y | +10.1% | +1.8% | +8.3% | +7.1% |
| 3Y | +103.1% | +93.0% | +10.1% | +65.3% |
| 5Y | +115.5% | +107.0% | +8.6% | +68.7% |
| 10Y | +195.5% | +266.9% | -71.5% | +85.5% |
| All | +1,060.0% | +170.7% | +889.3% | +563.3% |
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