+802.1%
A vs XME
+175.1%
+627.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.4% |
| 7D | +0.7% | +5.3% | -4.6% | -1.5% |
| 30D | +0.8% | -8.2% | +9.0% | +4.3% |
| 3M | +16.9% | -18.4% | +35.3% | +26.8% |
| 6M | +53.8% | -22.8% | +76.6% | +69.3% |
| YTD | +28.1% | -7.9% | +36.0% | +29.2% |
| 1Y | +15.0% | -0.9% | +15.9% | +12.1% |
| 3Y | +63.1% | +96.0% | -32.9% | +15.4% |
| 5Y | +11.5% | +110.3% | -98.9% | -26.0% |
| 10Y | +303.2% | +272.8% | +30.3% | +87.6% |
| All | +802.1% | +175.1% | +627.0% | +291.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling