-2.4%
U vs XME
+37.7%
-40.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | +0.8% |
| 7D | 0.0% | -3.0% | +3.0% | +1.5% |
| 30D | -4.1% | -2.6% | -1.5% | -3.2% |
| 3M | +57.8% | +2.2% | +55.7% | +54.1% |
| 6M | +103.5% | +0.7% | +102.8% | +98.4% |
| YTD | -4.8% | +10.9% | -15.7% | -9.1% |
| 1Y | -2.4% | +35.7% | -38.1% | -26.3% |
| All | -2.4% | +37.7% | -40.1% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling