+113.0%
NVTS vs XME
+46.4%
+66.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +5.9% |
| 7D | +2.7% | -0.1% | +2.8% | +2.9% |
| 30D | -4.5% | +6.0% | -10.4% | -14.3% |
| 3M | -61.5% | -7.7% | -53.8% | -54.2% |
| 6M | +28.0% | +1.0% | +27.0% | +30.7% |
| YTD | +65.3% | +14.6% | +50.6% | +39.0% |
| 1Y | +113.0% | +46.0% | +67.0% | +70.5% |
| All | +113.0% | +46.4% | +66.6% | +70.5% |
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