+580.0%
XYZ vs XME
+401.9%
+178.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.9% |
| 7D | +2.9% | +3.6% | -0.8% | +0.5% |
| 30D | +1.4% | +3.6% | -2.2% | -1.1% |
| 3M | +14.6% | +1.2% | +13.3% | +12.5% |
| 6M | +20.8% | +9.0% | +11.7% | +11.4% |
| YTD | +23.1% | +15.9% | +7.1% | +7.8% |
| 1Y | +5.6% | +43.2% | -37.5% | -21.3% |
| 3Y | +50.9% | +137.4% | -86.5% | -21.1% |
| 5Y | -68.6% | +185.0% | -253.6% | -84.8% |
| 10Y | +580.0% | +409.5% | +170.5% | +108.5% |
| All | +580.0% | +401.9% | +178.0% | +108.5% |
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 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