+252.1%
INTC vs XME
+421.4%
-169.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.2% |
| 7D | +7.5% | -4.2% | +11.7% | +10.1% |
| 30D | +2.0% | -2.7% | +4.7% | +3.4% |
| 3M | -12.0% | -3.9% | -8.1% | -9.7% |
| 6M | +114.5% | -1.0% | +115.5% | +116.8% |
| YTD | +179.0% | +9.8% | +169.2% | +167.4% |
| 1Y | +318.3% | +32.5% | +285.7% | +262.8% |
| 3Y | +171.2% | +124.3% | +46.9% | +81.7% |
| 5Y | +107.6% | +165.8% | -58.2% | +25.4% |
| All | +252.1% | +421.4% | -169.2% | +52.2% |
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