+29.1%
ALL vs XME
+43.2%
-14.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.1% |
| 7D | -1.7% | +3.6% | -5.3% | -1.1% |
| 30D | -4.7% | +3.6% | -8.3% | -4.0% |
| 3M | +18.4% | +1.2% | +17.2% | +19.8% |
| 6M | +20.5% | +9.0% | +11.5% | +23.1% |
| YTD | +23.5% | +15.9% | +7.6% | +25.2% |
| All | +29.1% | +43.2% | -14.1% | +39.8% |
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