+208.8%
C vs XME
+270.2%
-61.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.3% | +1.4% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -5.2% | -9.2% | +4.0% | +0.1% |
| 3M | -9.1% | -17.8% | +8.7% | +1.1% |
| 6M | -1.6% | -20.0% | +18.4% | +10.0% |
| YTD | +6.9% | -6.6% | +13.5% | +6.7% |
| 1Y | +23.0% | +1.8% | +21.2% | +16.0% |
| 3Y | +216.1% | +98.7% | +117.4% | +87.5% |
| 5Y | +112.2% | +123.9% | -11.7% | +8.6% |
| 10Y | +208.8% | +277.9% | -69.1% | -9.3% |
| All | +208.8% | +270.2% | -61.4% | -9.3% |
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