-10.8%
NVTS vs XME
+5.2%
-16.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.0% | +10.0% | +10.7% |
| 7D | -0.3% | -5.5% | +5.1% | +9.8% |
| 30D | -24.4% | -11.1% | -13.3% | -6.7% |
| 3M | -26.5% | -11.1% | -15.3% | -10.6% |
| 6M | -41.4% | -18.0% | -23.4% | -15.7% |
| YTD | +30.7% | -7.4% | +38.0% | +62.3% |
| 1Y | -10.8% | +6.7% | -17.5% | -7.5% |
| All | -10.8% | +5.2% | -16.0% | -7.5% |
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