+30.1%
Q vs XME
-1.6%
+31.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | +0.4% |
| 7D | +4.0% | -0.2% | +4.2% | +4.3% |
| 30D | -2.3% | -9.2% | +6.8% | +5.2% |
| 3M | -7.9% | -17.8% | +9.8% | +6.2% |
| 6M | -16.0% | -20.0% | +4.0% | -1.6% |
| YTD | +51.7% | -6.6% | +58.3% | +60.4% |
| 1Y | +28.3% | +1.8% | +26.6% | +31.2% |
| All | +30.1% | -1.6% | +31.7% | +33.2% |
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