+967.2%
LOW vs XME
+170.7%
+796.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +21.7% | -6.1% | +27.8% | +23.9% |
| 3M | +5.0% | -18.6% | +23.6% | +11.7% |
| 6M | +4.6% | -23.9% | +28.5% | +12.6% |
| YTD | -3.5% | -9.3% | +5.9% | -2.8% |
| 1Y | +0.5% | +1.8% | -1.2% | -2.8% |
| 3Y | +24.8% | +93.0% | -68.2% | -5.5% |
| 5Y | +6.5% | +107.0% | -100.5% | -23.2% |
| 10Y | +294.6% | +266.9% | +27.6% | +120.2% |
| All | +967.2% | +170.7% | +796.5% | +406.1% |
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