-30.2%
NVD vs XME
+5.2%
-35.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +5.5% |
| 7D | +15.0% | -5.5% | +20.4% | +9.5% |
| 30D | +39.3% | -11.1% | +50.4% | +26.3% |
| 3M | +3.1% | -11.1% | +14.3% | -4.9% |
| 6M | -19.0% | -18.0% | -1.0% | -27.8% |
| YTD | -35.5% | -7.4% | -28.2% | -32.5% |
| 1Y | -30.2% | +6.7% | -36.9% | -15.9% |
| All | -30.2% | +5.2% | -35.4% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling