+32.0%
Q vs XME
+21.3%
+10.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.2% |
| 7D | +6.6% | -0.2% | +6.8% | +6.8% |
| 30D | -6.6% | +1.4% | -8.0% | -7.9% |
| 3M | -13.2% | +2.7% | -16.0% | -15.6% |
| 6M | +9.9% | +6.5% | +3.4% | +3.4% |
| YTD | +53.9% | +15.2% | +38.8% | +39.2% |
| All | +32.0% | +21.3% | +10.7% | +15.6% |
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