+384.8%
V vs XME
+412.4%
-27.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +1.9% | +1.4% | +0.5% | +1.2% |
| 3M | +13.2% | +2.7% | +10.5% | +11.4% |
| 6M | +16.7% | +6.5% | +10.2% | +12.3% |
| YTD | +5.4% | +15.2% | -9.8% | -2.1% |
| 1Y | +7.7% | +43.5% | -35.8% | -8.4% |
| 3Y | +52.0% | +135.9% | -83.9% | +4.6% |
| 5Y | +67.7% | +181.5% | -113.7% | +3.8% |
| 10Y | +384.8% | +436.9% | -52.1% | +105.8% |
| All | +384.8% | +412.4% | -27.6% | +105.8% |
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