+86.4%
F vs XME
+401.9%
-315.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.4% | -4.9% |
| 7D | +1.2% | +3.6% | -2.5% | -0.8% |
| 30D | +1.2% | +3.6% | -2.4% | -0.9% |
| 3M | -5.7% | +1.2% | -6.9% | -7.0% |
| 6M | +17.9% | +9.0% | +8.9% | +10.6% |
| YTD | +10.4% | +15.9% | -5.5% | -1.3% |
| 1Y | +25.3% | +43.2% | -17.8% | -2.3% |
| 3Y | +37.5% | +137.4% | -99.9% | -22.6% |
| 5Y | +46.5% | +185.0% | -138.5% | -28.5% |
| 10Y | +86.4% | +409.5% | -323.1% | -42.0% |
| All | +86.4% | +401.9% | -315.6% | -42.0% |
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