+48.8%
D vs XME
+266.4%
-217.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.5% |
| 7D | -3.1% | +5.3% | -8.4% | -3.9% |
| 30D | +8.4% | -8.2% | +16.6% | +9.6% |
| 3M | +0.2% | -18.4% | +18.6% | +3.0% |
| 6M | +9.5% | -22.8% | +32.3% | +13.2% |
| YTD | +18.8% | -7.9% | +26.7% | +18.6% |
| 1Y | +14.7% | -0.9% | +15.6% | +12.8% |
| 3Y | +72.9% | +96.0% | -23.0% | +48.1% |
| 5Y | +13.1% | +110.3% | -97.2% | -5.8% |
| All | +48.8% | +266.4% | -217.6% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling