+216.0%
C vs XME
+93.2%
+122.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.7% |
| 7D | +4.2% | +0.3% | +3.9% | +3.9% |
| 30D | +2.0% | -6.1% | +8.1% | +4.7% |
| 3M | -10.1% | -18.6% | +8.5% | -2.2% |
| 6M | +1.0% | -23.9% | +24.9% | +12.4% |
| YTD | +8.5% | -9.3% | +17.8% | +8.8% |
| 1Y | +25.7% | +1.8% | +24.0% | +18.5% |
| 3Y | +216.0% | +93.0% | +123.0% | +97.0% |
| All | +216.0% | +93.2% | +122.8% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling