+114.8%
ALL vs XME
+179.6%
-64.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | -1.7% | +3.6% | -5.3% | -2.2% |
| 30D | -4.7% | +3.6% | -8.3% | -5.2% |
| 3M | +18.4% | +1.2% | +17.2% | +18.0% |
| 6M | +20.5% | +9.0% | +11.5% | +17.8% |
| YTD | +23.5% | +15.9% | +7.6% | +18.2% |
| 1Y | +29.0% | +43.2% | -14.2% | +16.7% |
| 3Y | +153.7% | +137.4% | +16.3% | +95.9% |
| 5Y | +114.8% | +185.0% | -70.3% | +55.4% |
| All | +114.8% | +179.6% | -64.9% | +55.4% |
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