+193.4%
B vs XME
+401.9%
-208.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.0% |
| 7D | +2.3% | +3.6% | -1.3% | +0.5% |
| 30D | +1.4% | +3.6% | -2.3% | -0.5% |
| 3M | +12.2% | +1.2% | +11.0% | +11.6% |
| 6M | -2.1% | +9.0% | -11.2% | -5.5% |
| YTD | +2.9% | +15.9% | -13.0% | -2.8% |
| 1Y | +55.3% | +43.2% | +12.1% | +34.0% |
| 3Y | +198.7% | +137.4% | +61.3% | +107.7% |
| 5Y | +153.8% | +185.0% | -31.3% | +61.3% |
| 10Y | +193.4% | +409.5% | -216.1% | +26.8% |
| All | +193.4% | +401.9% | -208.5% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling