-63.9%
XYZ vs XME
+110.8%
-174.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.6% | -0.9% |
| 7D | +12.1% | -4.5% | +16.6% | +15.9% |
| 30D | +12.4% | -10.9% | +23.2% | +22.1% |
| 3M | +8.2% | -15.3% | +23.4% | +21.3% |
| 6M | +20.7% | -24.6% | +45.3% | +46.0% |
| YTD | +31.3% | -9.6% | +41.0% | +32.5% |
| 1Y | +20.5% | +2.9% | +17.6% | +7.2% |
| 3Y | +72.6% | +86.9% | -14.3% | -17.9% |
| All | -63.9% | +110.8% | -174.7% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling