-4.2%
O vs XE
-63.2%
+59.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.8% |
| 7D | -0.4% | +6.2% | -6.6% | -0.2% |
| 30D | +7.1% | -4.8% | +11.9% | +7.2% |
| 3M | -5.2% | -51.3% | +46.0% | -7.2% |
| 6M | -1.8% | -64.2% | +62.5% | -1.5% |
| All | -4.2% | -63.2% | +59.0% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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