+226.8%
XME vs NYT
+242.9%
-16.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | -2.6% | +4.5% | -7.1% | -4.2% |
| 3M | +2.2% | -8.5% | +10.7% | +4.3% |
| 6M | +0.7% | -15.1% | +15.8% | +5.2% |
| YTD | +10.9% | -3.3% | +14.2% | +9.7% |
| 1Y | +35.7% | +17.0% | +18.7% | +24.3% |
| 3Y | +127.1% | +55.7% | +71.5% | +81.8% |
| 5Y | +168.5% | +38.9% | +129.6% | +117.4% |
| 10Y | +416.9% | +485.3% | -68.4% | +117.5% |
| All | +226.8% | +242.9% | -16.1% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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