+728.0%
O vs XME
+242.3%
+485.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -1.9% | +6.0% | -7.9% | -4.1% |
| 3M | +3.8% | -7.7% | +11.6% | +5.6% |
| 6M | -4.7% | +1.0% | -5.7% | -6.8% |
| YTD | +12.5% | +14.6% | -2.2% | +4.3% |
| 1Y | +10.8% | +46.0% | -35.1% | -6.8% |
| 3Y | +28.8% | +127.0% | -98.2% | -10.8% |
| 5Y | +13.2% | +175.8% | -162.6% | -30.5% |
| 10Y | +53.5% | +414.6% | -361.2% | -33.1% |
| All | +728.0% | +242.3% | +485.7% | +198.3% |
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