+230.2%
NXT vs XME
+76.4%
+153.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +25.1% |
| 3M | -4.1% | -17.4% | +13.3% | +9.8% |
| 6M | -20.3% | -21.8% | +1.5% | -5.1% |
| YTD | +15.5% | -6.0% | +21.4% | +20.8% |
| 1Y | -5.0% | +3.8% | -8.7% | -6.6% |
| 3Y | +191.6% | +100.0% | +91.6% | +72.8% |
| All | +230.2% | +76.4% | +153.8% | +102.8% |
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