+852.1%
LOW vs XME
+242.3%
+609.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -7.0% | +6.0% | -13.0% | -9.0% |
| 3M | -0.9% | -7.7% | +6.9% | +0.9% |
| 6M | -20.1% | +1.0% | -21.0% | -21.4% |
| YTD | -13.9% | +14.6% | -28.5% | -19.4% |
| 1Y | -21.1% | +46.0% | -67.1% | -32.6% |
| 3Y | -6.6% | +127.0% | -133.6% | -32.6% |
| 5Y | +9.4% | +175.8% | -166.5% | -28.2% |
| 10Y | +220.5% | +414.6% | -194.1% | +60.4% |
| All | +852.1% | +242.3% | +609.8% | +319.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling