+321.9%
D vs XME
+242.3%
+79.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -3.6% | +6.0% | -9.5% | -4.7% |
| 3M | -1.0% | -7.7% | +6.7% | 0.0% |
| 6M | +6.3% | +1.0% | +5.3% | +5.2% |
| YTD | +14.7% | +14.6% | +0.1% | +10.5% |
| 1Y | +16.9% | +46.0% | -29.0% | +7.0% |
| 3Y | +56.8% | +127.0% | -70.2% | +30.0% |
| 5Y | +5.2% | +175.8% | -170.6% | -17.7% |
| 10Y | +35.9% | +414.6% | -378.8% | -12.1% |
| All | +321.9% | +242.3% | +79.6% | +155.5% |
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 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