+75.0%
D vs XME
+93.2%
-18.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -1.4% | +0.3% | -1.7% | -1.4% |
| 30D | +7.7% | -6.1% | +13.9% | +8.1% |
| 3M | -0.3% | -18.6% | +18.3% | +1.0% |
| 6M | +10.1% | -23.9% | +34.0% | +12.1% |
| YTD | +19.1% | -9.3% | +28.4% | +18.5% |
| 1Y | +15.9% | +1.8% | +14.1% | +13.5% |
| 3Y | +75.0% | +93.0% | -18.0% | +42.5% |
| All | +75.0% | +93.2% | -18.2% | +42.5% |
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 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