+145.0%
ALL vs XME
+110.8%
+34.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.4% | -7.8% | -4.8% |
| 7D | -1.9% | -4.5% | +2.5% | -1.5% |
| 30D | +13.8% | -10.9% | +24.6% | +15.2% |
| 3M | -7.0% | -15.3% | +8.3% | -5.5% |
| 6M | +18.0% | -24.6% | +42.7% | +21.6% |
| YTD | +24.2% | -9.6% | +33.8% | +22.2% |
| 1Y | +31.2% | +2.9% | +28.3% | +25.2% |
| 3Y | +107.5% | +86.9% | +20.6% | +64.0% |
| All | +145.0% | +110.8% | +34.2% | +86.9% |
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