+684.6%
ALL vs XME
+169.9%
+514.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.4% | -7.8% | -5.7% |
| 7D | -1.9% | -4.5% | +2.5% | -0.5% |
| 30D | +13.8% | -10.9% | +24.6% | +18.0% |
| 3M | -7.0% | -15.3% | +8.3% | -2.4% |
| 6M | +18.0% | -24.6% | +42.7% | +27.3% |
| YTD | +24.2% | -9.6% | +33.8% | +23.0% |
| 1Y | +31.2% | +2.9% | +28.3% | +23.1% |
| 3Y | +107.5% | +86.9% | +20.6% | +48.1% |
| 5Y | +144.8% | +115.2% | +29.6% | +59.0% |
| 10Y | +375.8% | +305.7% | +70.0% | +118.0% |
| All | +684.6% | +169.9% | +514.7% | +213.1% |
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