-26.3%
LOW vs XME
+34.9%
-61.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -3.7% | -4.2% | +0.5% | -3.4% |
| 30D | -8.9% | -2.7% | -6.2% | -8.7% |
| 3M | -10.4% | -3.9% | -6.5% | -10.1% |
| 6M | -19.4% | -1.0% | -18.4% | -20.1% |
| YTD | -17.1% | +9.8% | -26.9% | -18.1% |
| 1Y | -26.3% | +32.5% | -58.8% | -29.0% |
| All | -26.3% | +34.9% | -61.1% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling