+162.2%
W vs XME
+412.4%
-250.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.7% |
| 7D | +5.9% | -0.2% | +6.1% | +6.1% |
| 30D | -3.0% | +1.4% | -4.4% | -4.4% |
| 3M | +40.3% | +2.7% | +37.6% | +36.5% |
| 6M | +32.2% | +6.5% | +25.7% | +23.5% |
| YTD | -0.3% | +15.2% | -15.5% | -13.8% |
| 1Y | +16.2% | +43.5% | -27.3% | -17.8% |
| 3Y | +40.7% | +135.9% | -95.2% | -31.4% |
| 5Y | -62.3% | +181.5% | -243.8% | -83.1% |
| 10Y | +162.2% | +436.9% | -274.6% | -38.2% |
| All | +162.2% | +412.4% | -250.2% | -38.2% |
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 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