+780.7%
GOOG vs XME
+421.4%
+359.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | 0.0% | -4.2% | +4.2% | +1.5% |
| 30D | -2.0% | -2.7% | +0.7% | -1.3% |
| 3M | -5.9% | -3.9% | -1.9% | -5.2% |
| 6M | +8.9% | -1.0% | +9.9% | +7.8% |
| YTD | +7.1% | +9.8% | -2.7% | +1.2% |
| 1Y | +39.7% | +32.5% | +7.1% | +22.3% |
| 3Y | +145.8% | +124.3% | +21.5% | +73.7% |
| 5Y | +138.6% | +165.8% | -27.2% | +55.0% |
| All | +780.7% | +421.4% | +359.3% | +332.4% |
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 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