-24.0%
NKE vs XME
+421.4%
-445.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -4.2% | -4.2% | 0.0% | -2.7% |
| 30D | -8.2% | -2.7% | -5.5% | -7.6% |
| 3M | -19.1% | -3.9% | -15.2% | -18.6% |
| 6M | -32.6% | -1.0% | -31.7% | -33.6% |
| YTD | -40.7% | +9.8% | -50.5% | -44.2% |
| 1Y | -48.9% | +32.5% | -81.4% | -55.8% |
| 3Y | -59.2% | +124.3% | -183.6% | -72.0% |
| 5Y | -75.3% | +165.8% | -241.1% | -84.4% |
| All | -24.0% | +421.4% | -445.4% | -64.5% |
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