-62.1%
W vs XME
+179.6%
-241.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.5% |
| 7D | +6.5% | +3.6% | +2.9% | +2.8% |
| 30D | -6.2% | +3.6% | -9.9% | -9.8% |
| 3M | +48.9% | +1.2% | +47.7% | +45.5% |
| 6M | +31.2% | +9.0% | +22.1% | +17.0% |
| YTD | -0.4% | +15.9% | -16.4% | -18.4% |
| 1Y | +14.8% | +43.2% | -28.4% | -27.2% |
| 3Y | +40.5% | +137.4% | -96.9% | -47.6% |
| 5Y | -62.1% | +185.0% | -247.2% | -86.5% |
| All | -62.1% | +179.6% | -241.8% | -86.5% |
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