+402.6%
XME vs NTRS
+259.9%
+142.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.6% |
| 7D | -4.2% | +1.4% | -5.6% | -5.0% |
| 30D | -2.7% | -0.7% | -2.1% | -2.5% |
| 3M | -3.9% | +11.3% | -15.2% | -10.1% |
| 6M | -1.0% | +35.5% | -36.5% | -17.7% |
| YTD | +9.8% | +40.6% | -30.8% | -10.8% |
| 1Y | +32.5% | +49.2% | -16.7% | +3.9% |
| 3Y | +124.3% | +167.2% | -42.9% | +21.0% |
| 5Y | +165.8% | +94.9% | +70.9% | +67.5% |
| All | +402.6% | +259.9% | +142.7% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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