+86.4%
U vs XME
+99.4%
-13.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -0.7% |
| 7D | +24.4% | -0.2% | +24.5% | +23.5% |
| 30D | +7.4% | -9.2% | +16.5% | +14.8% |
| 3M | +16.8% | -17.8% | +34.6% | +33.5% |
| 6M | +78.8% | -20.0% | +98.8% | +105.6% |
| YTD | +14.0% | -6.6% | +20.6% | +13.2% |
| 1Y | +16.7% | +1.8% | +15.0% | +6.6% |
| 3Y | +86.4% | +98.7% | -12.4% | -21.0% |
| All | +86.4% | +99.4% | -13.0% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling