+92.7%
USB vs XME
+287.2%
-194.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.5% | +0.6% |
| 7D | -1.5% | -10.5% | +9.1% | +3.8% |
| 30D | +4.3% | -16.5% | +20.8% | +13.3% |
| 3M | -6.1% | -19.2% | +13.1% | +3.0% |
| 6M | +9.4% | -23.8% | +33.2% | +21.7% |
| YTD | +15.2% | -12.6% | +27.7% | +17.6% |
| 1Y | +32.8% | -0.1% | +32.9% | +26.0% |
| 3Y | +91.3% | +79.3% | +12.0% | +29.0% |
| 5Y | +22.7% | +108.2% | -85.5% | -27.1% |
| All | +92.7% | +287.2% | -194.5% | -29.0% |
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