+704.0%
ALL vs XME
+179.0%
+525.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.9% | +3.6% |
| 7D | -0.1% | -0.2% | 0.0% | -0.3% |
| 30D | +13.8% | -9.2% | +23.0% | +17.1% |
| 3M | -2.8% | -17.8% | +15.0% | +3.2% |
| 6M | +23.7% | -20.0% | +43.7% | +30.4% |
| YTD | +27.3% | -6.6% | +33.9% | +24.4% |
| 1Y | +30.5% | +1.8% | +28.8% | +23.0% |
| 3Y | +113.0% | +98.7% | +14.3% | +48.4% |
| 5Y | +157.6% | +123.9% | +33.7% | +64.7% |
| 10Y | +368.4% | +277.9% | +90.5% | +121.7% |
| All | +704.0% | +179.0% | +525.0% | +216.8% |
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 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