+70.5%
NDAQ vs XME
+118.5%
-48.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.8% |
| 7D | +2.9% | -0.2% | +3.0% | +2.8% |
| 30D | +17.5% | -9.2% | +26.6% | +19.8% |
| 3M | +15.4% | -17.8% | +33.2% | +20.1% |
| 6M | +24.6% | -20.0% | +44.6% | +29.8% |
| YTD | +14.4% | -6.6% | +21.0% | +12.9% |
| 1Y | +26.9% | +1.8% | +25.2% | +22.0% |
| 3Y | +119.8% | +98.7% | +21.1% | +66.8% |
| 5Y | +70.5% | +123.9% | -53.4% | +21.3% |
| All | +70.5% | +118.5% | -48.0% | +21.3% |
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 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