+47.7%
XYZ vs XME
+134.1%
-86.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | -1.0% | -0.1% | -0.9% | -0.8% |
| 30D | -1.7% | +6.0% | -7.7% | -5.3% |
| 3M | +16.7% | -7.7% | +24.5% | +22.1% |
| 6M | +26.9% | +1.0% | +25.9% | +23.7% |
| YTD | +27.1% | +14.6% | +12.5% | +11.8% |
| 1Y | +9.3% | +46.0% | -36.7% | -23.0% |
| All | +47.7% | +134.1% | -86.4% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling