+30.5%
DOW vs XME
+37.7%
-7.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.2% |
| 7D | -2.4% | -3.0% | +0.7% | -2.1% |
| 30D | -4.1% | -2.6% | -1.5% | -3.9% |
| 3M | -12.4% | +2.2% | -14.6% | -12.5% |
| 6M | -10.6% | +0.7% | -11.3% | -10.9% |
| YTD | +31.1% | +10.9% | +20.2% | +26.7% |
| 1Y | +30.5% | +35.7% | -5.2% | +32.7% |
| All | +30.5% | +37.7% | -7.2% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling