+102.8%
NOK vs XME
+167.8%
-65.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | +0.3% |
| 7D | +8.7% | -3.0% | +11.7% | +10.1% |
| 30D | +12.5% | -2.6% | +15.1% | +13.6% |
| 3M | -20.7% | +2.2% | -22.9% | -21.5% |
| 6M | +36.2% | +0.7% | +35.5% | +36.1% |
| YTD | +64.1% | +10.9% | +53.2% | +57.4% |
| 1Y | +132.4% | +35.7% | +96.7% | +105.3% |
| 3Y | +182.9% | +127.1% | +55.7% | +98.8% |
| 5Y | +102.8% | +168.5% | -65.7% | +30.6% |
| All | +102.8% | +167.8% | -65.0% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling