+469.2%
XME vs Z
+6.6%
+462.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.3% |
| 7D | +1.5% | -13.1% | +14.6% | +4.2% |
| 30D | -7.3% | +5.9% | -13.1% | -8.8% |
| 3M | -17.4% | -13.7% | -3.7% | -15.9% |
| 6M | -21.8% | -27.1% | +5.3% | -18.2% |
| YTD | -6.0% | -56.8% | +50.8% | +7.9% |
| 1Y | +3.8% | -60.2% | +64.0% | +20.9% |
| 3Y | +100.0% | -19.7% | +119.7% | +96.2% |
| 5Y | +116.1% | -53.7% | +169.8% | +124.6% |
| 10Y | +280.6% | -16.9% | +297.5% | +198.6% |
| All | +469.2% | +6.6% | +462.6% | +330.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 all: compounded portfolio wealth divided by compounded Z 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…
all analysis · Full analysis span regression · 6 months rolling