+192.7%
NXT vs XME
+100.3%
+92.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.3% |
| 7D | -5.7% | +1.5% | -7.2% | -6.7% |
| 30D | +18.5% | -7.3% | +25.8% | +25.2% |
| 3M | -4.1% | -17.4% | +13.3% | +9.9% |
| 6M | -20.3% | -21.8% | +1.5% | -5.1% |
| YTD | +15.5% | -6.0% | +21.4% | +20.9% |
| 1Y | -5.0% | +3.8% | -8.7% | -6.5% |
| All | +192.7% | +100.3% | +92.3% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling