+251.5%
XME vs NTR
+103.7%
+147.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -0.2% | +0.5% | -0.8% | -0.5% |
| 30D | +1.4% | +21.7% | -20.3% | -8.9% |
| 3M | +2.7% | +22.8% | -20.0% | -8.7% |
| 6M | +6.5% | +8.2% | -1.7% | 0.0% |
| YTD | +15.2% | +32.9% | -17.7% | -3.9% |
| 1Y | +43.5% | +45.3% | -1.8% | +13.0% |
| 3Y | +135.9% | +41.7% | +94.2% | +83.0% |
| 5Y | +181.5% | +49.8% | +131.6% | +96.2% |
| All | +251.5% | +103.7% | +147.8% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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