+52,522.0%
NVDA vs XME
+170.7%
+52,351.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.1% |
| 7D | -12.7% | +0.3% | -13.1% | -13.1% |
| 30D | -26.4% | -6.1% | -20.3% | -23.7% |
| 3M | -27.6% | -18.6% | -9.0% | -18.7% |
| 6M | -27.7% | -23.9% | -3.8% | -16.2% |
| YTD | -12.5% | -9.3% | -3.1% | -9.5% |
| 1Y | -12.6% | +1.8% | -14.4% | -15.9% |
| 3Y | +235.9% | +93.0% | +142.9% | +119.4% |
| 5Y | +438.2% | +107.0% | +331.2% | +236.6% |
| 10Y | +7,445.8% | +266.9% | +7,178.9% | +3,003.0% |
| All | +52,522.0% | +170.7% | +52,351.3% | +19,856.1% |
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