+48.3%
D vs XME
+270.2%
-221.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.5% |
| 7D | +2.4% | -0.2% | +2.5% | +2.3% |
| 30D | +10.9% | -9.2% | +20.1% | +12.3% |
| 3M | +2.8% | -17.8% | +20.6% | +5.6% |
| 6M | +12.7% | -20.0% | +32.7% | +15.8% |
| YTD | +20.3% | -6.6% | +26.9% | +19.8% |
| 1Y | +17.1% | +1.8% | +15.4% | +14.7% |
| 3Y | +75.1% | +98.7% | -23.6% | +49.8% |
| 5Y | +13.1% | +123.9% | -110.8% | -6.7% |
| 10Y | +48.3% | +277.9% | -229.6% | -7.8% |
| All | +48.3% | +270.2% | -221.9% | -7.8% |
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