+364.8%
ALL vs XME
+412.4%
-47.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -5.6% | +1.4% | -7.0% | -6.1% |
| 3M | +17.2% | +2.7% | +14.5% | +15.5% |
| 6M | +23.2% | +6.5% | +16.7% | +19.0% |
| YTD | +23.6% | +15.2% | +8.4% | +15.3% |
| 1Y | +29.2% | +43.5% | -14.3% | +11.3% |
| 3Y | +153.8% | +135.9% | +18.0% | +79.7% |
| 5Y | +116.1% | +181.5% | -65.4% | +38.5% |
| 10Y | +364.8% | +436.9% | -72.0% | +107.4% |
| All | +364.8% | +412.4% | -47.6% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling