+339.6%
PODD vs XME
+260.6%
+79.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.6% |
| 7D | +4.1% | +0.3% | +3.8% | +3.9% |
| 30D | +13.9% | -6.1% | +20.0% | +15.6% |
| 3M | +4.1% | -18.6% | +22.7% | +9.7% |
| 6M | +2.4% | -23.9% | +26.3% | +8.6% |
| YTD | -46.4% | -9.3% | -37.0% | -46.8% |
| 1Y | -54.2% | +1.8% | -55.9% | -56.3% |
| 3Y | -6.9% | +93.0% | -99.9% | -29.9% |
| 5Y | -51.6% | +107.0% | -158.6% | -64.5% |
| All | +339.6% | +260.6% | +79.0% | +159.8% |
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