+207.2%
COMP vs XME
+127.9%
+79.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -13.3% | +6.0% | -19.3% | -16.7% |
| 3M | +41.1% | -7.7% | +48.9% | +47.2% |
| 6M | +17.2% | +1.0% | +16.2% | +16.0% |
| YTD | +5.2% | +14.6% | -9.4% | -4.0% |
| 1Y | +18.9% | +46.0% | -27.0% | -10.7% |
| All | +207.2% | +127.9% | +79.3% | +29.3% |
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 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