-7.8%
NVTS vs XME
+179.9%
-187.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.1% |
| 7D | +2.7% | -0.1% | +2.8% | +2.9% |
| 30D | -4.5% | +6.0% | -10.4% | -10.9% |
| 3M | -61.5% | -7.7% | -53.8% | -56.1% |
| 6M | +28.0% | +1.0% | +27.0% | +33.9% |
| YTD | +65.3% | +14.6% | +50.6% | +54.8% |
| 1Y | +113.0% | +46.0% | +67.0% | +59.4% |
| 3Y | +34.7% | +127.0% | -92.3% | -33.9% |
| All | -7.8% | +179.9% | -187.7% | -59.7% |
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