+708.9%
O vs XME
+175.1%
+533.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.2% |
| 7D | -0.4% | +5.3% | -5.7% | -2.3% |
| 30D | +8.3% | -8.2% | +16.5% | +11.0% |
| 3M | -4.0% | -18.4% | +14.4% | +2.2% |
| 6M | -2.6% | -22.8% | +20.2% | +4.5% |
| YTD | +9.9% | -7.9% | +17.8% | +9.3% |
| 1Y | +9.8% | -0.9% | +10.7% | +6.1% |
| 3Y | +39.7% | +96.0% | -56.2% | +1.1% |
| 5Y | +9.2% | +110.3% | -101.2% | -26.3% |
| 10Y | +81.5% | +272.8% | -191.3% | -11.1% |
| All | +708.9% | +175.1% | +533.8% | +212.7% |
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