+590.9%
JPM vs XME
+421.4%
+169.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.2% |
| 7D | -0.7% | -4.2% | +3.5% | +1.3% |
| 30D | -2.5% | -2.7% | +0.3% | -1.6% |
| 3M | +14.1% | -3.9% | +18.1% | +15.2% |
| 6M | +25.1% | -1.0% | +26.1% | +23.1% |
| YTD | +12.1% | +9.8% | +2.3% | +3.8% |
| 1Y | +18.8% | +32.5% | -13.7% | -0.8% |
| 3Y | +163.4% | +124.3% | +39.1% | +64.0% |
| 5Y | +156.5% | +165.8% | -9.3% | +37.5% |
| All | +590.9% | +421.4% | +169.5% | +127.6% |
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