+23.1%
Q vs XME
-4.8%
+27.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.4% | +3.0% | +3.7% |
| 7D | +0.3% | -4.5% | +4.8% | +4.0% |
| 30D | -9.8% | -10.9% | +1.1% | -1.4% |
| 3M | -12.2% | -15.3% | +3.0% | -1.3% |
| 6M | -21.6% | -24.6% | +3.0% | -4.0% |
| YTD | +43.6% | -9.6% | +53.2% | +55.6% |
| 1Y | +25.7% | +2.9% | +22.8% | +31.1% |
| All | +23.1% | -4.8% | +27.9% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling