+231.7%
RF vs XME
+277.3%
-45.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -1.3% | +1.5% | -2.9% | -2.5% |
| 30D | +4.6% | -7.3% | +11.9% | +8.9% |
| 3M | -8.4% | -17.4% | +9.0% | +1.6% |
| 6M | +8.9% | -21.8% | +30.7% | +22.6% |
| YTD | +8.8% | -6.0% | +14.8% | +6.0% |
| 1Y | +18.9% | +3.8% | +15.1% | +7.9% |
| 3Y | +116.0% | +100.0% | +16.0% | +19.0% |
| 5Y | +46.0% | +116.1% | -70.0% | -29.2% |
| 10Y | +231.7% | +280.6% | -48.9% | -13.7% |
| All | +231.7% | +277.3% | -45.6% | -13.7% |
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