-61.6%
C vs XME
+169.9%
-231.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.8% | -1.6% |
| 7D | -2.4% | -4.5% | +2.1% | +0.4% |
| 30D | -6.0% | -10.9% | +4.9% | +0.9% |
| 3M | -10.5% | -15.3% | +4.7% | -1.7% |
| 6M | -5.7% | -24.6% | +18.9% | +10.3% |
| YTD | +4.1% | -9.6% | +13.8% | +6.5% |
| 1Y | +20.5% | +2.9% | +17.6% | +12.8% |
| 3Y | +208.1% | +86.9% | +121.2% | +88.6% |
| 5Y | +110.4% | +115.2% | -4.7% | +10.5% |
| 10Y | +234.6% | +305.7% | -71.1% | +7.5% |
| All | -61.6% | +169.9% | -231.5% | -87.3% |
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 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