-64.6%
PL vs XE
-65.4%
+0.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +15.9% | -5.5% | +3.8% |
| 7D | -6.8% | -4.6% | -2.3% | -5.3% |
| 30D | -29.3% | -27.5% | -1.8% | -20.5% |
| 3M | -44.8% | -49.9% | +5.1% | -30.8% |
| 6M | -68.4% | -67.2% | -1.2% | -55.5% |
| All | -64.6% | -65.4% | +0.8% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3y: compounded portfolio wealth divided by compounded XE 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…
3y analysis · Full analysis span regression · 6 months rolling