+123.4%
B vs XME
+242.3%
-119.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | +9.4% | +6.0% | +3.4% | +5.9% |
| 3M | +5.0% | -7.7% | +12.7% | +9.9% |
| 6M | -3.5% | +1.0% | -4.5% | -3.5% |
| YTD | +4.5% | +14.6% | -10.2% | -2.1% |
| 1Y | +67.8% | +46.0% | +21.8% | +38.3% |
| 3Y | +196.7% | +127.0% | +69.7% | +91.2% |
| 5Y | +151.9% | +175.8% | -23.9% | +40.3% |
| 10Y | +202.2% | +414.6% | -212.5% | +5.1% |
| All | +123.4% | +242.3% | -119.0% | -25.1% |
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