+272.5%
RF vs XME
+300.2%
-27.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.7% | -2.4% |
| 7D | -0.9% | -4.5% | +3.6% | +1.7% |
| 30D | +6.0% | -10.9% | +16.9% | +13.1% |
| 3M | -8.9% | -15.3% | +6.4% | -0.7% |
| 6M | +2.3% | -24.6% | +27.0% | +17.8% |
| YTD | +7.6% | -9.6% | +17.2% | +7.4% |
| 1Y | +21.2% | +2.9% | +18.3% | +10.3% |
| 3Y | +108.5% | +86.9% | +21.6% | +20.2% |
| 5Y | +43.2% | +115.2% | -71.9% | -31.0% |
| All | +272.5% | +300.2% | -27.7% | -4.7% |
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