+72.6%
XYZ vs XME
+84.7%
-12.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.6% | -0.2% |
| 7D | +12.1% | -4.5% | +16.6% | +15.0% |
| 30D | +12.4% | -10.9% | +23.2% | +19.7% |
| 3M | +8.2% | -15.3% | +23.4% | +18.1% |
| 6M | +20.7% | -24.6% | +45.3% | +40.2% |
| YTD | +31.3% | -9.6% | +41.0% | +32.4% |
| 1Y | +20.5% | +2.9% | +17.6% | +9.7% |
| 3Y | +72.6% | +86.9% | -14.3% | -5.3% |
| All | +72.6% | +84.7% | -12.1% | -5.3% |
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 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