-22.7%
U vs XME
+286.2%
-308.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +6.3% |
| 7D | +2.6% | +0.3% | +2.3% | +2.1% |
| 30D | +27.6% | -6.1% | +33.7% | +31.8% |
| 3M | +15.3% | -18.6% | +34.0% | +30.9% |
| 6M | +96.4% | -23.9% | +120.3% | +130.8% |
| YTD | +19.6% | -9.3% | +28.9% | +23.3% |
| 1Y | +42.1% | +1.8% | +40.4% | +34.4% |
| 3Y | +87.5% | +93.0% | -5.5% | +12.3% |
| 5Y | -73.1% | +107.0% | -180.1% | -83.6% |
| All | -22.7% | +286.2% | -308.9% | -56.5% |
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