+99.4%
DE vs XME
+167.8%
-68.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +1.6% |
| 7D | -2.4% | -3.0% | +0.7% | -1.2% |
| 30D | +9.7% | -2.6% | +12.3% | +10.5% |
| 3M | +21.4% | +2.2% | +19.2% | +19.3% |
| 6M | +15.0% | +0.7% | +14.3% | +13.0% |
| YTD | +46.4% | +10.9% | +35.5% | +36.6% |
| 1Y | +45.6% | +35.7% | +9.9% | +21.7% |
| 3Y | +76.8% | +127.1% | -50.4% | +10.6% |
| 5Y | +99.4% | +168.5% | -69.1% | +12.7% |
| All | +99.4% | +167.8% | -68.4% | +12.7% |
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