+261.5%
RF vs XME
+294.4%
-32.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | -1.2% |
| 7D | -0.1% | +0.9% | -1.1% | -0.9% |
| 30D | +7.0% | -7.3% | +14.3% | +11.5% |
| 3M | -7.0% | -14.8% | +7.7% | +1.1% |
| 6M | +6.8% | -18.4% | +25.2% | +16.9% |
| YTD | +9.9% | -4.7% | +14.6% | +6.2% |
| 1Y | +21.1% | +5.7% | +15.4% | +8.6% |
| 3Y | +119.6% | +104.0% | +15.7% | +19.6% |
| 5Y | +46.2% | +122.4% | -76.2% | -30.7% |
| 10Y | +261.5% | +285.4% | -23.8% | -5.2% |
| All | +261.5% | +294.4% | -32.8% | -5.2% |
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