+270.8%
USB vs XME
+161.1%
+109.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.5% | +0.3% |
| 7D | -1.5% | -10.5% | +9.1% | +3.2% |
| 30D | +4.3% | -16.5% | +20.8% | +12.3% |
| 3M | -6.1% | -19.2% | +13.1% | +2.0% |
| 6M | +9.4% | -23.8% | +33.2% | +20.4% |
| YTD | +15.2% | -12.6% | +27.7% | +18.0% |
| 1Y | +32.8% | -0.1% | +32.9% | +28.0% |
| 3Y | +91.3% | +79.3% | +12.0% | +40.0% |
| 5Y | +22.7% | +108.2% | -85.5% | -18.1% |
| 10Y | +97.0% | +292.6% | -195.5% | -4.4% |
| All | +270.8% | +161.1% | +109.7% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling