+533.2%
XYZ vs XME
+744.7%
-211.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.4% |
| 6M | +26.9% | +1.0% | +25.9% | +23.5% |
| YTD | +27.1% | +14.6% | +12.5% | +13.4% |
| 1Y | +9.3% | +46.0% | -36.7% | -17.7% |
| 3Y | +42.3% | +127.0% | -84.7% | -19.0% |
| 5Y | -69.3% | +175.8% | -245.1% | -83.9% |
| 10Y | +586.8% | +414.6% | +172.2% | +137.1% |
| All | +533.2% | +744.7% | -211.5% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling