+56.5%
S vs XE
-62.6%
+119.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.9% | -9.2% | -6.6% |
| 7D | +4.1% | +25.1% | -21.0% | +1.0% |
| 30D | -7.2% | -11.5% | +4.3% | -6.4% |
| 3M | 0.0% | -44.7% | +44.6% | +3.6% |
| 6M | +41.6% | -64.5% | +106.1% | +44.8% |
| All | +56.5% | -62.6% | +119.1% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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