-8.4%
T vs XME
+37.7%
-46.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +1.2% |
| 7D | -2.4% | -3.0% | +0.6% | -2.7% |
| 30D | +4.3% | -2.6% | +6.9% | +4.0% |
| 3M | +11.6% | +2.2% | +9.4% | +12.0% |
| 6M | -5.6% | +0.7% | -6.3% | -4.8% |
| YTD | +6.6% | +10.9% | -4.4% | +7.3% |
| 1Y | -8.4% | +35.7% | -44.1% | -8.2% |
| All | -8.4% | +37.7% | -46.1% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling