+1,403.0%
NDAQ vs XME
+179.0%
+1,224.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.2% |
| 7D | +2.9% | -0.2% | +3.0% | +2.8% |
| 30D | +17.5% | -9.2% | +26.6% | +21.6% |
| 3M | +15.4% | -17.8% | +33.2% | +23.9% |
| 6M | +24.6% | -20.0% | +44.6% | +33.4% |
| YTD | +14.4% | -6.6% | +21.0% | +12.8% |
| 1Y | +26.9% | +1.8% | +25.2% | +20.4% |
| 3Y | +119.8% | +98.7% | +21.1% | +51.1% |
| 5Y | +70.5% | +123.9% | -53.4% | +6.3% |
| 10Y | +475.8% | +277.9% | +197.9% | +149.6% |
| All | +1,403.0% | +179.0% | +1,224.0% | +441.5% |
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 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