+1,895.7%
TER vs XME
+412.4%
+1,483.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.8% | +3.6% |
| 7D | +12.4% | -0.2% | +12.6% | +12.5% |
| 30D | +5.1% | +1.4% | +3.7% | +4.0% |
| 3M | +4.0% | +2.7% | +1.2% | +2.6% |
| 6M | +29.5% | +6.5% | +23.0% | +26.7% |
| YTD | +98.5% | +15.2% | +83.3% | +86.0% |
| 1Y | +234.1% | +43.5% | +190.6% | +171.9% |
| 3Y | +289.0% | +135.9% | +153.2% | +133.5% |
| 5Y | +228.2% | +181.5% | +46.7% | +74.1% |
| 10Y | +1,895.7% | +436.9% | +1,458.8% | +592.4% |
| All | +1,895.7% | +412.4% | +1,483.3% | +592.4% |
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