+73.3%
D vs XME
+84.7%
-11.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -4.8% | -1.7% |
| 7D | +3.0% | -4.5% | +7.4% | +3.2% |
| 30D | +11.5% | -10.9% | +22.4% | +12.2% |
| 3M | +3.7% | -15.3% | +19.0% | +4.8% |
| 6M | +13.5% | -24.6% | +38.2% | +15.7% |
| YTD | +20.7% | -9.6% | +30.4% | +20.1% |
| 1Y | +18.2% | +2.9% | +15.3% | +15.6% |
| 3Y | +73.3% | +86.9% | -13.6% | +41.7% |
| All | +73.3% | +84.7% | -11.4% | +41.7% |
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