+2,490.2%
NVDL vs XME
+117.4%
+2,372.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.9% |
| 7D | -10.3% | -4.2% | -6.1% | -6.2% |
| 30D | -7.1% | -2.7% | -4.4% | -4.1% |
| 3M | +6.6% | -3.9% | +10.5% | +11.3% |
| 6M | +21.1% | -1.0% | +22.0% | +22.6% |
| YTD | +15.2% | +9.8% | +5.4% | +1.7% |
| 1Y | +18.8% | +32.5% | -13.8% | -18.2% |
| 3Y | +649.9% | +124.3% | +525.6% | +199.0% |
| All | +2,490.2% | +117.4% | +2,372.7% | +953.1% |
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 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