-99.1%
NVD vs XME
+127.8%
-226.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.7% | +8.2% | +0.3% |
| 7D | +9.0% | -3.0% | +12.1% | +5.5% |
| 30D | -5.5% | -2.6% | -2.9% | -7.1% |
| 3M | -24.6% | +2.2% | -26.8% | -19.8% |
| 6M | -42.1% | +0.7% | -42.8% | -36.5% |
| YTD | -44.3% | +10.9% | -55.3% | -29.4% |
| 1Y | -54.2% | +35.7% | -89.9% | -21.6% |
| 3Y | -99.1% | +127.1% | -226.2% | -96.3% |
| All | -99.1% | +127.8% | -226.9% | -96.3% |
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