+730.1%
NVT vs XME
+264.9%
+465.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.8% | -2.1% |
| 7D | +7.0% | -0.2% | +7.2% | +7.2% |
| 30D | -2.3% | +1.4% | -3.7% | -3.5% |
| 3M | -3.1% | +2.7% | -5.8% | -5.1% |
| 6M | +47.0% | +6.5% | +40.5% | +39.7% |
| YTD | +56.2% | +15.2% | +41.0% | +39.5% |
| 1Y | +74.5% | +43.5% | +31.0% | +33.0% |
| 3Y | +184.0% | +135.9% | +48.1% | +53.4% |
| 5Y | +410.8% | +181.5% | +229.3% | +125.7% |
| All | +730.1% | +264.9% | +465.3% | +134.3% |
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