-68.9%
XYZ vs XME
+176.2%
-245.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.3% |
| 3M | +16.7% | -7.7% | +24.5% | +22.8% |
| 6M | +26.9% | +1.0% | +25.9% | +22.0% |
| YTD | +27.1% | +14.6% | +12.5% | +8.1% |
| 1Y | +9.3% | +46.0% | -36.7% | -27.3% |
| 3Y | +42.3% | +127.0% | -84.7% | -39.0% |
| All | -68.9% | +176.2% | -245.1% | -88.8% |
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