+227.5%
LOW vs XME
+421.4%
-193.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -3.7% | -4.2% | +0.5% | -2.3% |
| 30D | -8.9% | -2.7% | -6.2% | -8.2% |
| 3M | -10.4% | -3.9% | -6.5% | -9.7% |
| 6M | -19.4% | -1.0% | -18.4% | -20.4% |
| YTD | -17.1% | +9.8% | -26.9% | -21.9% |
| 1Y | -26.3% | +32.5% | -58.8% | -36.2% |
| 3Y | -9.9% | +124.3% | -134.2% | -38.3% |
| 5Y | +6.1% | +165.8% | -159.7% | -35.0% |
| All | +227.5% | +421.4% | -193.8% | +35.6% |
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