+102.4%
B vs XME
+169.9%
-67.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.8% | -1.3% |
| 7D | +9.6% | -4.5% | +14.1% | +12.1% |
| 30D | +3.5% | -10.9% | +14.4% | +10.2% |
| 3M | -1.6% | -15.3% | +13.7% | +7.6% |
| 6M | -1.7% | -24.6% | +23.0% | +15.0% |
| YTD | -5.3% | -9.6% | +4.3% | +1.0% |
| 1Y | +27.2% | +2.9% | +24.3% | +26.6% |
| 3Y | +166.1% | +86.9% | +79.2% | +91.2% |
| 5Y | +136.5% | +115.2% | +21.3% | +51.4% |
| 10Y | +172.2% | +305.7% | -133.5% | +7.4% |
| All | +102.4% | +169.9% | -67.4% | -22.7% |
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