+16.2%
A vs XME
+37.7%
-21.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.3% |
| 7D | -4.6% | -3.0% | -1.5% | -3.9% |
| 30D | -4.3% | -2.6% | -1.7% | -3.7% |
| 3M | +8.9% | +2.2% | +6.8% | +8.3% |
| 6M | +24.5% | +0.7% | +23.8% | +24.0% |
| YTD | +5.8% | +10.9% | -5.1% | +2.6% |
| 1Y | +16.2% | +35.7% | -19.5% | -1.3% |
| All | +16.2% | +37.7% | -21.5% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling