+59.9%
RF vs XME
+169.9%
-110.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% |
| 3M | -8.9% | -15.3% | +6.4% | -0.8% |
| 6M | +2.3% | -24.6% | +27.0% | +17.3% |
| YTD | +7.6% | -9.6% | +17.2% | +8.2% |
| 1Y | +21.2% | +2.9% | +18.3% | +12.0% |
| 3Y | +108.5% | +86.9% | +21.6% | +29.0% |
| 5Y | +43.2% | +115.2% | -71.9% | -22.8% |
| 10Y | +288.1% | +305.7% | -17.7% | +37.5% |
| All | +59.9% | +169.9% | -110.0% | -39.0% |
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