+220.4%
W vs XME
+277.3%
-56.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.2% |
| 7D | -7.4% | +1.5% | -8.9% | -8.4% |
| 30D | +7.8% | -7.3% | +15.1% | +14.3% |
| 3M | +10.9% | -17.4% | +28.3% | +28.3% |
| 6M | +86.4% | -21.8% | +108.3% | +124.3% |
| YTD | +14.0% | -6.0% | +19.9% | +15.1% |
| 1Y | +3.5% | +3.8% | -0.3% | -4.2% |
| 3Y | +164.8% | +100.0% | +64.7% | +45.0% |
| 5Y | -53.1% | +116.1% | -169.2% | -74.5% |
| 10Y | +220.4% | +280.6% | -60.2% | -7.1% |
| All | +220.4% | +277.3% | -56.9% | -7.1% |
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