+10.5%
COMP vs XE
-62.9%
+73.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +15.9% | -5.2% | +8.0% |
| 7D | +13.4% | -4.6% | +18.0% | +13.4% |
| 30D | +11.1% | -27.5% | +38.6% | +15.3% |
| 3M | -18.8% | -49.9% | +31.1% | -11.6% |
| 6M | +10.5% | -67.2% | +77.7% | +29.5% |
| All | +10.5% | -62.9% | +73.4% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 6mo: compounded portfolio wealth divided by compounded XE 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…
6mo analysis · Full analysis span regression · 6 months rolling