+27.2%
P vs XME
+42.7%
-15.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.0% |
| 7D | +7.8% | +3.6% | +4.2% | +5.6% |
| 30D | +12.3% | +3.6% | +8.7% | +9.6% |
| 3M | +37.1% | +1.2% | +35.9% | +34.7% |
| 6M | +66.1% | +9.0% | +57.0% | +55.6% |
| YTD | +50.9% | +15.9% | +35.0% | +37.2% |
| 1Y | +27.2% | +43.2% | -16.0% | -10.8% |
| All | +27.2% | +42.7% | -15.5% | -10.8% |
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 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