-17.2%
F vs XME
+108.0%
-125.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.8% |
| 7D | -3.1% | +0.3% | -3.4% | -3.3% |
| 30D | 0.0% | -6.1% | +6.2% | +2.7% |
| 3M | -13.2% | -18.6% | +5.4% | -4.9% |
| 6M | -10.2% | -23.9% | +13.7% | +0.9% |
| YTD | -4.9% | -9.3% | +4.4% | -3.9% |
| 1Y | -6.1% | +1.8% | -7.8% | -11.0% |
| 3Y | +46.0% | +93.0% | -47.0% | -8.4% |
| All | -17.2% | +108.0% | -125.2% | -52.3% |
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