+3,298.7%
GOOG vs XME
+246.2%
+3,052.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +1.1% | +3.6% | -2.5% | -0.1% |
| 30D | -5.1% | +3.6% | -8.7% | -6.4% |
| 3M | -7.1% | +1.2% | -8.3% | -8.1% |
| 6M | +12.7% | +9.0% | +3.6% | +8.2% |
| YTD | +7.1% | +15.9% | -8.8% | -0.1% |
| 1Y | +43.6% | +43.2% | +0.4% | +24.0% |
| 3Y | +146.8% | +137.4% | +9.4% | +77.0% |
| 5Y | +133.7% | +185.0% | -51.4% | +54.4% |
| 10Y | +773.3% | +409.5% | +363.9% | +345.6% |
| All | +3,298.7% | +246.2% | +3,052.5% | +1,491.3% |
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 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