+0.1%
DOW vs XME
+242.4%
-242.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.6% |
| 7D | +5.2% | +0.3% | +4.9% | +4.7% |
| 30D | +13.2% | -6.1% | +19.3% | +16.5% |
| 3M | +10.1% | -18.6% | +28.7% | +22.4% |
| 6M | -13.1% | -23.9% | +10.8% | -1.3% |
| YTD | +46.1% | -9.3% | +55.5% | +44.1% |
| 1Y | +50.0% | +1.8% | +48.3% | +36.2% |
| 3Y | -20.2% | +93.0% | -113.2% | -55.7% |
| 5Y | -27.7% | +107.0% | -134.7% | -64.6% |
| All | +0.1% | +242.4% | -242.3% | -72.7% |
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 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