+443.6%
TEAM vs XME
+260.6%
+183.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -26.7% | -6.1% | -20.6% | -25.4% |
| 3M | -9.6% | -18.6% | +9.0% | -4.1% |
| 6M | +86.0% | -23.9% | +109.9% | +100.5% |
| YTD | -7.5% | -9.3% | +1.9% | -8.2% |
| 1Y | -1.4% | +1.8% | -3.1% | -6.4% |
| 3Y | -14.3% | +93.0% | -107.3% | -37.1% |
| 5Y | -66.3% | +107.0% | -173.3% | -75.5% |
| All | +443.6% | +260.6% | +183.1% | +239.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling