+210.1%
W vs XME
+260.6%
-50.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.7% |
| 7D | +0.2% | +0.3% | -0.1% | -0.1% |
| 30D | +6.8% | -6.1% | +12.9% | +12.1% |
| 3M | +10.7% | -18.6% | +29.3% | +29.5% |
| 6M | +86.3% | -23.9% | +110.2% | +129.1% |
| YTD | +11.5% | -9.3% | +20.8% | +16.0% |
| 1Y | +5.1% | +1.8% | +3.3% | -1.3% |
| 3Y | +171.0% | +93.0% | +78.0% | +52.6% |
| 5Y | -56.6% | +107.0% | -163.6% | -75.6% |
| All | +210.1% | +260.6% | -50.5% | -6.1% |
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