+17.0%
O vs XME
+185.0%
-168.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -0.6% | +3.6% | -4.2% | -1.1% |
| 30D | -2.0% | +3.6% | -5.6% | -2.5% |
| 3M | +3.0% | +1.2% | +1.8% | +2.6% |
| 6M | -3.6% | +9.0% | -12.7% | -5.6% |
| YTD | +12.1% | +15.9% | -3.9% | +8.1% |
| 1Y | +8.9% | +43.2% | -34.3% | +0.6% |
| 3Y | +30.3% | +137.4% | -107.0% | +6.6% |
| All | +17.0% | +185.0% | -168.0% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling