+6.0%
LOW vs XME
+167.8%
-161.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | 0.0% |
| 7D | -2.6% | -3.0% | +0.4% | -1.8% |
| 30D | -11.1% | -2.6% | -8.5% | -10.7% |
| 3M | -8.5% | +2.2% | -10.7% | -9.5% |
| 6M | -20.8% | +0.7% | -21.6% | -21.9% |
| YTD | -17.2% | +10.9% | -28.1% | -21.2% |
| 1Y | -24.7% | +35.7% | -60.4% | -33.6% |
| 3Y | -9.7% | +127.1% | -136.9% | -34.5% |
| 5Y | +6.0% | +168.5% | -162.5% | -27.9% |
| All | +6.0% | +167.8% | -161.8% | -27.9% |
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