-35.9%
DOW vs XME
+183.2%
-219.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.3% |
| 7D | -6.0% | -0.2% | -5.8% | -5.9% |
| 30D | -2.7% | +1.4% | -4.1% | -3.6% |
| 3M | -10.5% | +2.7% | -13.2% | -12.5% |
| 6M | -12.4% | +6.5% | -18.9% | -17.3% |
| YTD | +30.0% | +15.2% | +14.8% | +16.7% |
| 1Y | +27.8% | +43.5% | -15.7% | 0.0% |
| 3Y | -34.9% | +135.9% | -170.8% | -61.9% |
| 5Y | -35.9% | +181.5% | -217.3% | -67.8% |
| All | -35.9% | +183.2% | -219.1% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling