+652.6%
P vs XME
+270.2%
+382.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.4% |
| 7D | -13.3% | -0.2% | -13.2% | -12.7% |
| 30D | -34.0% | -9.2% | -24.8% | -29.4% |
| 3M | +4.1% | -17.8% | +21.8% | +17.2% |
| 6M | +30.5% | -20.0% | +50.5% | +49.3% |
| YTD | +52.2% | -6.6% | +58.8% | +57.3% |
| 1Y | +10.3% | +1.8% | +8.5% | +7.6% |
| 3Y | +180.9% | +98.7% | +82.1% | +81.9% |
| 5Y | +259.7% | +123.9% | +135.8% | +109.9% |
| 10Y | +652.6% | +277.9% | +374.7% | +185.2% |
| All | +652.6% | +270.2% | +382.4% | +185.2% |
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