+132.5%
GOOGL vs XME
+183.2%
-50.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -2.1% |
| 7D | -1.9% | -0.2% | -1.6% | -1.8% |
| 30D | -7.5% | +1.4% | -8.9% | -8.1% |
| 3M | -9.2% | +2.7% | -11.9% | -10.5% |
| 6M | +8.1% | +6.5% | +1.6% | +4.4% |
| YTD | +5.8% | +15.2% | -9.3% | -1.7% |
| 1Y | +38.3% | +43.5% | -5.2% | +17.1% |
| 3Y | +144.8% | +135.9% | +8.9% | +66.7% |
| 5Y | +132.5% | +181.5% | -48.9% | +50.8% |
| All | +132.5% | +183.2% | -50.7% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling