+70.8%
NVT vs XME
+34.9%
+35.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.2% |
| 7D | +4.1% | -4.2% | +8.3% | +6.7% |
| 30D | -5.1% | -2.7% | -2.4% | -3.7% |
| 3M | -1.2% | -3.9% | +2.8% | +0.4% |
| 6M | +46.6% | -1.0% | +47.6% | +45.0% |
| YTD | +60.0% | +9.8% | +50.2% | +48.2% |
| 1Y | +70.8% | +32.5% | +38.2% | +40.6% |
| All | +70.8% | +34.9% | +35.9% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling