+116.9%
RF vs XME
+96.3%
+20.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | +0.3% |
| 7D | +0.4% | +5.3% | -5.0% | -1.6% |
| 30D | +5.6% | -8.2% | +13.8% | +8.5% |
| 3M | -8.9% | -18.4% | +9.5% | -2.5% |
| 6M | +7.1% | -22.8% | +29.9% | +16.4% |
| YTD | +8.3% | -7.9% | +16.2% | +6.0% |
| 1Y | +16.8% | -0.9% | +17.7% | +9.7% |
| All | +116.9% | +96.3% | +20.6% | +15.7% |
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 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