+740.7%
GOOGL vs XME
+426.6%
+314.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.9% |
| 7D | -2.8% | -3.0% | +0.2% | -1.8% |
| 30D | -3.2% | -2.6% | -0.6% | -2.6% |
| 3M | -6.6% | +2.2% | -8.8% | -8.0% |
| 6M | +8.5% | +0.7% | +7.8% | +6.8% |
| YTD | +6.5% | +10.9% | -4.4% | +0.2% |
| 1Y | +39.4% | +35.7% | +3.7% | +21.0% |
| 3Y | +146.2% | +127.1% | +19.1% | +73.0% |
| 5Y | +138.3% | +168.5% | -30.1% | +54.0% |
| All | +740.7% | +426.6% | +314.1% | +308.3% |
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 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