+526.5%
P vs XME
+511.3%
+15.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.8% | +4.1% |
| 7D | -4.7% | +1.5% | -6.2% | -5.0% |
| 30D | -31.4% | -7.3% | -24.2% | -27.8% |
| 3M | -2.6% | -17.4% | +14.8% | +8.4% |
| 6M | +21.9% | -21.8% | +43.8% | +39.8% |
| YTD | +58.9% | -6.0% | +64.9% | +63.6% |
| 1Y | +21.7% | +3.8% | +18.0% | +18.1% |
| 3Y | +193.3% | +100.0% | +93.3% | +98.2% |
| 5Y | +275.1% | +116.1% | +159.1% | +137.6% |
| 10Y | +655.3% | +280.6% | +374.7% | +221.7% |
| All | +526.5% | +511.3% | +15.2% | +130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling