+292.0%
F vs XME
+169.9%
+122.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -2.4% |
| 7D | +1.6% | -4.5% | +6.0% | +3.7% |
| 30D | +2.6% | -10.9% | +13.5% | +8.2% |
| 3M | -8.8% | -15.3% | +6.4% | -1.7% |
| 6M | +4.6% | -24.6% | +29.2% | +18.3% |
| YTD | -1.9% | -9.6% | +7.7% | 0.0% |
| 1Y | -0.8% | +2.9% | -3.7% | -5.5% |
| 3Y | +43.5% | +86.9% | -43.4% | -1.7% |
| 5Y | -12.1% | +115.2% | -127.2% | -44.9% |
| 10Y | +83.6% | +305.7% | -222.1% | -20.2% |
| All | +292.0% | +169.9% | +122.2% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling