-15.4%
A vs XME
+183.2%
-198.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | -2.7% | +1.4% | -4.1% | -3.2% |
| 3M | +7.0% | +2.7% | +4.3% | +5.5% |
| 6M | +24.6% | +6.5% | +18.1% | +20.6% |
| YTD | +7.0% | +15.2% | -8.2% | -0.4% |
| 1Y | +15.6% | +43.5% | -27.9% | -2.4% |
| 3Y | +29.9% | +135.9% | -106.0% | -11.7% |
| 5Y | -15.4% | +181.5% | -196.8% | -45.4% |
| All | -15.4% | +183.2% | -198.6% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling