+4.7%
RF vs XE
-62.6%
+67.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.4% |
| 7D | +0.4% | +25.1% | -24.8% | +0.6% |
| 30D | +5.6% | -11.5% | +17.0% | +5.4% |
| 3M | -8.9% | -44.7% | +35.8% | -9.5% |
| 6M | +7.1% | -64.5% | +71.6% | +8.9% |
| All | +4.7% | -62.6% | +67.3% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling