+167.1%
NXT vs XME
+108.1%
+59.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | +1.4% |
| 7D | -2.6% | -3.0% | +0.5% | -0.4% |
| 30D | -22.4% | -2.6% | -19.8% | -21.1% |
| 3M | -27.3% | +2.2% | -29.5% | -28.4% |
| 6M | -28.5% | +0.7% | -29.2% | -28.7% |
| YTD | -6.6% | +10.9% | -17.5% | -13.2% |
| 1Y | +20.4% | +35.7% | -15.4% | -2.8% |
| 3Y | +90.9% | +127.1% | -36.2% | +3.2% |
| All | +167.1% | +108.1% | +59.0% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling