+935.6%
NI vs XME
+242.3%
+693.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | -3.5% | +6.0% | -9.5% | -5.1% |
| 3M | -9.1% | -7.7% | -1.4% | -8.0% |
| 6M | -11.8% | +1.0% | -12.8% | -13.1% |
| YTD | +1.1% | +14.6% | -13.5% | -3.8% |
| 1Y | +6.7% | +46.0% | -39.3% | -4.9% |
| 3Y | +71.1% | +127.0% | -55.9% | +34.5% |
| 5Y | +94.3% | +175.8% | -81.5% | +42.0% |
| 10Y | +135.8% | +414.6% | -278.9% | +36.5% |
| All | +935.6% | +242.3% | +693.3% | +461.9% |
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