-35.7%
U vs XME
+367.8%
-403.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +5.2% |
| 7D | +5.5% | -4.2% | +9.7% | +8.6% |
| 30D | -1.3% | -2.7% | +1.4% | -0.1% |
| 3M | +64.6% | -3.9% | +68.5% | +67.1% |
| 6M | +119.4% | -1.0% | +120.3% | +115.5% |
| YTD | -0.5% | +9.8% | -10.3% | -9.2% |
| 1Y | +1.3% | +32.5% | -31.3% | -20.7% |
| 3Y | +15.6% | +124.3% | -108.7% | -37.1% |
| 5Y | -67.5% | +165.8% | -233.3% | -82.6% |
| All | -35.7% | +367.8% | -403.5% | -68.0% |
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