+91.3%
NVTS vs XME
+34.9%
+56.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +6.1% |
| 7D | -1.4% | -4.2% | +2.8% | +6.3% |
| 30D | -16.5% | -2.7% | -13.8% | -12.8% |
| 3M | -47.6% | -3.9% | -43.7% | -43.0% |
| 6M | +7.3% | -1.0% | +8.3% | +13.0% |
| YTD | +62.9% | +9.8% | +53.1% | +46.6% |
| 1Y | +91.3% | +32.5% | +58.7% | +67.9% |
| All | +91.3% | +34.9% | +56.4% | +67.9% |
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