+699.2%
ALL vs XME
+242.3%
+456.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -1.5% | +6.0% | -7.5% | -4.0% |
| 3M | +23.6% | -7.7% | +31.4% | +25.4% |
| 6M | +22.3% | +1.0% | +21.4% | +18.9% |
| YTD | +26.5% | +14.6% | +11.9% | +15.8% |
| 1Y | +27.0% | +46.0% | -18.9% | +4.7% |
| 3Y | +149.6% | +127.0% | +22.6% | +67.5% |
| 5Y | +118.1% | +175.8% | -57.7% | +30.0% |
| 10Y | +369.0% | +414.6% | -45.7% | +97.9% |
| All | +699.2% | +242.3% | +456.9% | +195.0% |
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