+99.1%
V vs XME
+110.8%
-11.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.3% | -0.6% |
| 7D | +2.2% | -4.5% | +6.7% | +3.1% |
| 30D | +13.6% | -10.9% | +24.4% | +16.0% |
| 3M | +14.3% | -15.3% | +29.6% | +17.6% |
| 6M | +33.1% | -24.6% | +57.7% | +39.7% |
| YTD | +21.2% | -9.6% | +30.9% | +20.3% |
| 1Y | +26.4% | +2.9% | +23.5% | +20.9% |
| 3Y | +77.6% | +86.9% | -9.3% | +37.2% |
| All | +99.1% | +110.8% | -11.7% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling