+851.5%
DE vs XME
+421.4%
+430.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | -2.6% | -4.2% | +1.6% | -0.6% |
| 30D | +9.0% | -2.7% | +11.7% | +10.0% |
| 3M | +19.1% | -3.9% | +23.1% | +20.3% |
| 6M | +14.4% | -1.0% | +15.4% | +12.8% |
| YTD | +45.9% | +9.8% | +36.1% | +35.2% |
| 1Y | +43.6% | +32.5% | +11.1% | +18.6% |
| 3Y | +75.9% | +124.3% | -48.5% | +6.2% |
| 5Y | +98.8% | +165.8% | -67.0% | +5.5% |
| All | +851.5% | +421.4% | +430.1% | +235.5% |
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 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