+790.0%
NOW vs XME
+401.9%
+388.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -5.4% |
| 7D | -6.1% | +3.6% | -9.7% | -7.4% |
| 30D | +7.5% | +3.6% | +3.8% | +5.8% |
| 3M | +17.5% | +1.2% | +16.3% | +15.9% |
| 6M | +7.9% | +9.0% | -1.1% | +2.7% |
| YTD | -12.4% | +15.9% | -28.3% | -19.8% |
| 1Y | -28.6% | +43.2% | -71.7% | -40.5% |
| 3Y | +11.8% | +137.4% | -125.5% | -26.1% |
| 5Y | +2.6% | +185.0% | -182.4% | -37.6% |
| 10Y | +790.0% | +409.5% | +380.5% | +293.1% |
| All | +790.0% | +401.9% | +388.0% | +293.1% |
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