+488.5%
NDAQ vs XME
+260.6%
+227.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | +1.3% | +0.3% | +0.9% | +1.1% |
| 30D | +18.0% | -6.1% | +24.1% | +19.6% |
| 3M | +11.5% | -18.6% | +30.1% | +17.1% |
| 6M | +21.1% | -23.9% | +45.0% | +28.6% |
| YTD | +12.8% | -9.3% | +22.2% | +12.6% |
| 1Y | +25.7% | +1.8% | +23.9% | +21.0% |
| 3Y | +116.8% | +93.0% | +23.8% | +67.4% |
| 5Y | +67.3% | +107.0% | -39.7% | +23.3% |
| All | +488.5% | +260.6% | +227.9% | +211.3% |
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