-55.9%
C vs XME
+242.3%
-298.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +3.6% | -0.1% | +3.7% | +3.6% |
| 30D | +0.1% | +6.0% | -5.9% | -4.1% |
| 3M | +2.4% | -7.7% | +10.2% | +6.4% |
| 6M | +24.9% | +1.0% | +24.0% | +21.2% |
| YTD | +19.8% | +14.6% | +5.2% | +5.8% |
| 1Y | +44.9% | +46.0% | -1.1% | +7.7% |
| 3Y | +263.0% | +127.0% | +136.0% | +97.3% |
| 5Y | +129.5% | +175.8% | -46.3% | +3.0% |
| 10Y | +291.6% | +414.6% | -123.0% | +7.8% |
| All | -55.9% | +242.3% | -298.2% | -87.4% |
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