+384.2%
NVDA vs XME
+124.3%
+259.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -0.3% |
| 7D | -4.4% | -3.0% | -1.4% | -2.7% |
| 30D | +0.4% | -2.6% | +3.0% | +1.8% |
| 3M | +9.0% | +2.2% | +6.8% | +7.2% |
| 6M | +18.3% | +0.7% | +17.6% | +16.6% |
| YTD | +17.2% | +10.9% | +6.3% | +7.4% |
| 1Y | +23.3% | +35.7% | -12.4% | -3.1% |
| All | +384.2% | +124.3% | +259.9% | +169.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling