+373.7%
NKE vs XME
+244.0%
+129.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -10.4% | +1.4% | -11.8% | -11.0% |
| 3M | -15.5% | +2.7% | -18.2% | -16.8% |
| 6M | -32.6% | +6.5% | -39.1% | -34.9% |
| YTD | -39.8% | +15.2% | -55.0% | -43.7% |
| 1Y | -47.6% | +43.5% | -91.1% | -54.7% |
| 3Y | -59.0% | +135.9% | -194.9% | -70.3% |
| 5Y | -74.9% | +181.5% | -256.4% | -83.0% |
| 10Y | -21.9% | +436.9% | -458.8% | -59.2% |
| All | +373.7% | +244.0% | +129.7% | +125.7% |
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