+17.5%
P vs XME
+5.2%
+12.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -4.0% | -4.4% |
| 7D | -19.4% | -5.5% | -13.9% | -16.5% |
| 30D | -22.3% | -11.1% | -11.2% | -16.6% |
| 3M | +33.2% | -11.1% | +44.3% | +41.3% |
| 6M | +53.6% | -18.0% | +71.6% | +69.7% |
| YTD | +66.8% | -7.4% | +74.2% | +70.4% |
| 1Y | +17.5% | +6.7% | +10.9% | +15.7% |
| All | +17.5% | +5.2% | +12.3% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling