+45.2%
NU vs XME
+192.3%
-147.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -1.8% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | +8.2% | +1.4% | +6.8% | +7.4% |
| 3M | +26.3% | +2.7% | +23.5% | +23.7% |
| 6M | +2.2% | +6.5% | -4.3% | -3.3% |
| YTD | -10.4% | +15.2% | -25.6% | -19.9% |
| 1Y | -3.0% | +43.5% | -46.5% | -25.7% |
| 3Y | +120.3% | +135.9% | -15.6% | +16.8% |
| All | +45.2% | +192.3% | -147.1% | -41.6% |
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 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