+223.6%
XME vs NTRS
+464.5%
-241.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.2% |
| 6M | -1.0% | +35.5% | -36.5% | -18.1% |
| YTD | +9.8% | +40.6% | -30.8% | -11.3% |
| 1Y | +32.5% | +49.2% | -16.7% | +3.3% |
| 3Y | +124.3% | +167.2% | -42.9% | +19.4% |
| 5Y | +165.8% | +94.9% | +70.9% | +65.2% |
| 10Y | +411.8% | +259.5% | +152.3% | +108.3% |
| All | +223.6% | +464.5% | -241.0% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling