+71.8%
RF vs XME
+242.3%
-170.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.3% | -0.1% | +1.4% | +1.4% |
| 30D | -3.6% | +6.0% | -9.6% | -7.4% |
| 3M | +8.1% | -7.7% | +15.8% | +11.3% |
| 6M | +11.5% | +1.0% | +10.5% | +7.3% |
| YTD | +15.6% | +14.6% | +0.9% | +1.7% |
| 1Y | +15.7% | +46.0% | -30.3% | -13.7% |
| 3Y | +86.9% | +127.0% | -40.1% | +3.9% |
| 5Y | +89.8% | +175.8% | -86.0% | -11.2% |
| 10Y | +344.7% | +414.6% | -69.9% | +37.0% |
| All | +71.8% | +242.3% | -170.5% | -42.6% |
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