+827.5%
A vs XME
+179.0%
+648.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.4% |
| 7D | +1.4% | -0.2% | +1.5% | +1.4% |
| 30D | +4.3% | -9.2% | +13.5% | +8.4% |
| 3M | +19.8% | -17.8% | +37.5% | +29.5% |
| 6M | +54.4% | -20.0% | +74.4% | +67.3% |
| YTD | +31.7% | -6.6% | +38.3% | +32.0% |
| 1Y | +22.4% | +1.8% | +20.7% | +17.9% |
| 3Y | +67.7% | +98.7% | -31.0% | +17.9% |
| 5Y | +15.7% | +123.9% | -108.2% | -25.3% |
| 10Y | +308.7% | +277.9% | +30.8% | +89.1% |
| All | +827.5% | +179.0% | +648.5% | +300.0% |
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