+62.6%
XYZ vs XME
+93.2%
-30.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.7% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | +11.5% | -6.1% | +17.6% | +15.3% |
| 3M | +1.8% | -18.6% | +20.4% | +14.1% |
| 6M | +21.2% | -23.9% | +45.1% | +40.2% |
| YTD | +29.9% | -9.3% | +39.3% | +30.8% |
| 1Y | +35.8% | +1.8% | +34.0% | +24.8% |
| 3Y | +62.6% | +93.0% | -30.4% | -12.6% |
| All | +62.6% | +93.2% | -30.6% | -12.6% |
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