+111.0%
B vs XME
+184.7%
-73.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +1.2% |
| 7D | +11.3% | +0.9% | +10.4% | +10.5% |
| 30D | +2.9% | -7.3% | +10.3% | +7.2% |
| 3M | -2.9% | -14.8% | +11.9% | +5.8% |
| 6M | -1.2% | -18.4% | +17.2% | +10.7% |
| YTD | -1.3% | -4.7% | +3.3% | +2.2% |
| 1Y | +30.4% | +5.7% | +24.7% | +27.9% |
| 3Y | +195.3% | +104.0% | +91.3% | +102.3% |
| 5Y | +146.2% | +122.4% | +23.8% | +54.8% |
| 10Y | +200.5% | +285.4% | -84.9% | +22.9% |
| All | +111.0% | +184.7% | -73.7% | -21.8% |
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 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