+62.1%
RF vs XME
+179.0%
-116.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.4% |
| 7D | +0.3% | -0.2% | +0.5% | +0.2% |
| 30D | +6.2% | -9.2% | +15.3% | +11.8% |
| 3M | -7.8% | -17.8% | +9.9% | +2.2% |
| 6M | +5.9% | -20.0% | +26.0% | +17.1% |
| YTD | +9.0% | -6.6% | +15.6% | +7.5% |
| 1Y | +19.3% | +1.8% | +17.5% | +11.1% |
| 3Y | +116.4% | +98.7% | +17.7% | +28.8% |
| 5Y | +46.0% | +123.9% | -77.9% | -23.1% |
| 10Y | +239.8% | +277.9% | -38.1% | +25.4% |
| All | +62.1% | +179.0% | -116.9% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling