-55.6%
NVTS vs XME
+108.0%
-163.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.8% | -4.3% |
| 7D | +3.9% | +0.3% | +3.6% | +4.1% |
| 30D | -4.3% | -6.1% | +1.8% | +5.7% |
| 3M | -34.5% | -18.6% | -15.9% | -13.0% |
| 6M | -57.7% | -23.9% | -33.8% | -37.0% |
| YTD | +25.4% | -9.3% | +34.7% | +61.2% |
| 1Y | +13.1% | +1.8% | +11.4% | +28.2% |
| 3Y | +48.9% | +93.0% | -44.1% | -8.1% |
| All | -55.6% | +108.0% | -163.6% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling