+715.0%
P vs XME
+401.9%
+313.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.0% |
| 7D | +7.8% | +3.6% | +4.2% | +5.5% |
| 30D | +12.3% | +3.6% | +8.7% | +9.4% |
| 3M | +37.1% | +1.2% | +35.9% | +35.6% |
| 6M | +66.1% | +9.0% | +57.0% | +56.1% |
| YTD | +50.9% | +15.9% | +35.0% | +36.3% |
| 1Y | +27.2% | +43.2% | -16.0% | +0.2% |
| 3Y | +158.7% | +137.4% | +21.3% | +50.7% |
| 5Y | +291.1% | +185.0% | +106.1% | +98.3% |
| 10Y | +715.0% | +409.5% | +305.5% | +170.8% |
| All | +715.0% | +401.9% | +313.0% | +170.8% |
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