+322.4%
NET vs XME
+89.3%
+233.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.1% |
| 7D | -16.4% | -5.5% | -10.9% | -13.8% |
| 30D | -25.8% | -11.1% | -14.7% | -21.2% |
| 3M | -11.5% | -11.1% | -0.4% | -6.5% |
| 6M | +18.9% | -18.0% | +36.9% | +30.3% |
| YTD | +35.2% | -7.4% | +42.6% | +34.3% |
| 1Y | +14.5% | +6.7% | +7.8% | +3.5% |
| All | +322.4% | +89.3% | +233.1% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling