+360.7%
F vs XME
+242.3%
+118.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +5.3% | -0.1% | +5.4% | +5.4% |
| 30D | +4.6% | +6.0% | -1.4% | +1.5% |
| 3M | -3.7% | -7.7% | +4.1% | -0.6% |
| 6M | +16.8% | +1.0% | +15.9% | +14.7% |
| YTD | +15.3% | +14.6% | +0.7% | +5.1% |
| 1Y | +31.0% | +46.0% | -14.9% | +4.5% |
| 3Y | +45.4% | +127.0% | -81.6% | -9.1% |
| 5Y | +54.7% | +175.8% | -121.1% | -14.1% |
| 10Y | +98.2% | +414.6% | -316.4% | -23.2% |
| All | +360.7% | +242.3% | +118.4% | +85.4% |
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