+14,546.7%
NVDA vs XME
+421.4%
+14,125.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.6% |
| 7D | -5.1% | -4.2% | -0.9% | -2.7% |
| 30D | -2.5% | -2.7% | +0.2% | -1.0% |
| 3M | +6.7% | -3.9% | +10.6% | +8.7% |
| 6M | +17.6% | -1.0% | +18.6% | +16.9% |
| YTD | +17.3% | +9.8% | +7.5% | +8.5% |
| 1Y | +23.5% | +32.5% | -9.0% | +0.6% |
| 3Y | +384.6% | +124.3% | +260.3% | +183.3% |
| 5Y | +875.4% | +165.8% | +709.6% | +418.3% |
| All | +14,546.7% | +421.4% | +14,125.3% | +5,162.2% |
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