+212.0%
NXT vs XME
+70.1%
+141.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.7% |
| 7D | -9.4% | +0.3% | -9.7% | -9.7% |
| 30D | +15.1% | -6.1% | +21.2% | +20.4% |
| 3M | -9.1% | -18.6% | +9.5% | +5.2% |
| 6M | -30.3% | -23.9% | -6.4% | -15.3% |
| YTD | +9.1% | -9.3% | +18.4% | +17.3% |
| 1Y | +7.9% | +1.8% | +6.1% | +7.7% |
| 3Y | +176.5% | +93.0% | +83.5% | +68.2% |
| All | +212.0% | +70.1% | +141.9% | +96.8% |
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 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