+337.3%
D vs XME
+184.7%
+152.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -1.5% |
| 7D | +0.8% | +0.9% | -0.2% | +0.5% |
| 30D | +10.7% | -7.3% | +18.0% | +12.0% |
| 3M | +2.3% | -14.8% | +17.1% | +4.9% |
| 6M | +12.5% | -18.4% | +30.9% | +15.7% |
| YTD | +20.1% | -4.7% | +24.8% | +19.3% |
| 1Y | +15.6% | +5.7% | +9.8% | +12.3% |
| 3Y | +75.2% | +104.0% | -28.8% | +47.5% |
| 5Y | +14.6% | +122.4% | -107.8% | -6.8% |
| 10Y | +43.8% | +285.4% | -241.6% | -1.8% |
| All | +337.3% | +184.7% | +152.6% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling