+98.3%
USB vs XME
+127.9%
-29.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +1.4% | -0.1% | +1.5% | +1.5% |
| 30D | -1.3% | +6.0% | -7.3% | -3.7% |
| 3M | +15.2% | -7.7% | +23.0% | +18.2% |
| 6M | +18.8% | +1.0% | +17.9% | +16.4% |
| YTD | +21.0% | +14.6% | +6.4% | +10.2% |
| 1Y | +34.0% | +46.0% | -11.9% | +5.3% |
| All | +98.3% | +127.9% | -29.7% | +6.5% |
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 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