+1,219.0%
NDAQ vs XME
+242.3%
+976.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -2.4% | -0.1% | -2.3% | -2.5% |
| 30D | +2.5% | +6.0% | -3.5% | -0.4% |
| 3M | +9.9% | -7.7% | +17.7% | +12.3% |
| 6M | +9.4% | +1.0% | +8.5% | +6.4% |
| YTD | +0.4% | +14.6% | -14.2% | -8.4% |
| 1Y | +4.0% | +46.0% | -41.9% | -15.3% |
| 3Y | +94.4% | +127.0% | -32.6% | +27.3% |
| 5Y | +56.7% | +175.8% | -119.1% | -10.2% |
| 10Y | +375.3% | +414.6% | -39.3% | +79.9% |
| All | +1,219.0% | +242.3% | +976.7% | +339.8% |
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