+638.0%
XYZ vs XME
+294.4%
+343.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.9% | 0.0% |
| 7D | +14.9% | +0.9% | +14.0% | +14.0% |
| 30D | +14.7% | -7.3% | +22.0% | +20.0% |
| 3M | +12.1% | -14.8% | +26.9% | +23.5% |
| 6M | +18.3% | -18.4% | +36.7% | +32.2% |
| YTD | +36.1% | -4.7% | +40.7% | +34.3% |
| 1Y | +35.3% | +5.7% | +29.6% | +23.8% |
| 3Y | +73.5% | +104.0% | -30.5% | -2.1% |
| 5Y | -61.6% | +122.4% | -184.1% | -78.8% |
| 10Y | +638.0% | +285.4% | +352.6% | +139.3% |
| All | +638.0% | +294.4% | +343.6% | +139.3% |
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