+321.9%
D vs XME
+242.3%
+79.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | -2.6% | +6.0% | -8.6% | -3.7% |
| 3M | 0.0% | -7.7% | +7.7% | +1.1% |
| 6M | +7.4% | +1.0% | +6.4% | +6.3% |
| YTD | +15.9% | +14.6% | +1.2% | +11.6% |
| 1Y | +18.1% | +46.0% | -27.8% | +8.1% |
| 3Y | +58.4% | +127.0% | -68.6% | +31.3% |
| 5Y | +5.2% | +175.8% | -170.6% | -17.7% |
| 10Y | +35.9% | +414.6% | -378.8% | -12.1% |
| All | +321.9% | +242.3% | +79.6% | +155.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling