+52.3%
O vs XME
+446.9%
-394.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -2.3% | -0.2% | -2.0% | -2.2% |
| 30D | -2.4% | +1.4% | -3.9% | -3.0% |
| 3M | -0.6% | +2.7% | -3.3% | -1.9% |
| 6M | -5.0% | +6.5% | -11.5% | -7.8% |
| YTD | +10.4% | +15.2% | -4.8% | +4.1% |
| 1Y | +6.6% | +43.5% | -36.9% | -6.4% |
| 3Y | +28.4% | +135.9% | -107.5% | -5.7% |
| 5Y | +15.3% | +181.5% | -166.2% | -23.4% |
| All | +52.3% | +446.9% | -394.6% | -37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling