-53.1%
TEAM vs XME
+183.2%
-236.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +1.0% |
| 7D | -4.7% | -0.2% | -4.4% | -4.6% |
| 30D | +17.0% | +1.4% | +15.6% | +15.9% |
| 3M | +85.9% | +2.7% | +83.2% | +82.3% |
| 6M | +116.7% | +6.5% | +110.1% | +105.0% |
| YTD | +9.6% | +15.2% | -5.6% | -3.1% |
| 1Y | -2.5% | +43.5% | -46.0% | -26.1% |
| 3Y | -14.0% | +135.9% | -149.8% | -53.7% |
| 5Y | -53.1% | +181.5% | -234.5% | -75.7% |
| All | -53.1% | +183.2% | -236.3% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling