+1.1%
NOK vs XME
+244.0%
-242.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.3% |
| 7D | +9.3% | -0.2% | +9.6% | +9.5% |
| 30D | +17.9% | +1.4% | +16.4% | +17.0% |
| 3M | -22.3% | +2.7% | -25.0% | -23.1% |
| 6M | +36.4% | +6.5% | +29.9% | +32.9% |
| YTD | +66.3% | +15.2% | +51.1% | +55.3% |
| 1Y | +134.4% | +43.5% | +90.9% | +96.8% |
| 3Y | +186.6% | +135.9% | +50.7% | +86.6% |
| 5Y | +102.7% | +181.5% | -78.8% | +17.3% |
| 10Y | +129.8% | +436.9% | -307.0% | -11.5% |
| All | +1.1% | +244.0% | -242.8% | -59.7% |
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