+81.0%
F vs XME
+294.4%
-213.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.8% | -2.3% |
| 7D | -0.6% | +0.9% | -1.6% | -1.4% |
| 30D | +2.9% | -7.3% | +10.2% | +6.7% |
| 3M | -9.5% | -14.8% | +5.3% | -2.0% |
| 6M | +4.0% | -18.4% | +22.4% | +14.0% |
| YTD | -1.3% | -4.7% | +3.4% | -2.6% |
| 1Y | -1.9% | +5.7% | -7.6% | -9.2% |
| 3Y | +53.5% | +104.0% | -50.5% | -7.7% |
| 5Y | -15.1% | +122.4% | -137.6% | -53.2% |
| 10Y | +81.0% | +285.4% | -204.4% | -36.9% |
| All | +81.0% | +294.4% | -213.4% | -36.9% |
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