+10.3%
P vs XME
+1.1%
+9.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.5% |
| 7D | -13.3% | -0.2% | -13.2% | -12.8% |
| 30D | -34.0% | -9.2% | -24.8% | -29.5% |
| 3M | +4.1% | -17.8% | +21.8% | +16.8% |
| 6M | +30.5% | -20.0% | +50.5% | +47.2% |
| YTD | +52.2% | -6.6% | +58.8% | +55.2% |
| 1Y | +10.3% | +1.8% | +8.5% | +9.5% |
| All | +10.3% | +1.1% | +9.1% | +9.5% |
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