+365.6%
NDAQ vs XME
+426.6%
-60.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -1.4% |
| 7D | -6.8% | -3.0% | -3.7% | -6.0% |
| 30D | -3.2% | -2.6% | -0.6% | -2.7% |
| 3M | +6.5% | +2.2% | +4.3% | +5.2% |
| 6M | +5.7% | +0.7% | +5.0% | +4.0% |
| YTD | -4.6% | +10.9% | -15.5% | -9.4% |
| 1Y | -1.6% | +35.7% | -37.3% | -12.5% |
| 3Y | +86.4% | +127.1% | -40.7% | +39.0% |
| 5Y | +50.3% | +168.5% | -118.1% | +3.8% |
| All | +365.6% | +426.6% | -60.9% | +128.5% |
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