+2,126.4%
NVO vs XME
+231.2%
+1,895.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.4% |
| 7D | -7.4% | -3.0% | -4.3% | -6.7% |
| 30D | -5.5% | -2.6% | -2.9% | -5.0% |
| 3M | +4.1% | +2.2% | +2.0% | +3.1% |
| 6M | +19.3% | +0.7% | +18.6% | +18.1% |
| YTD | -9.2% | +10.9% | -20.1% | -12.4% |
| 1Y | -15.0% | +35.7% | -50.7% | -21.9% |
| 3Y | -50.9% | +127.1% | -178.0% | -60.3% |
| 5Y | -0.9% | +168.5% | -169.3% | -24.6% |
| 10Y | +152.4% | +416.9% | -264.5% | +53.7% |
| All | +2,126.4% | +231.2% | +1,895.2% | +1,238.4% |
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