+21.2%
DIS vs XME
+401.9%
-380.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.7% |
| 7D | -1.1% | +3.6% | -4.7% | -2.5% |
| 30D | +0.1% | +3.6% | -3.5% | -1.5% |
| 3M | +7.1% | +1.2% | +5.9% | +5.7% |
| 6M | +4.3% | +9.0% | -4.8% | -1.0% |
| YTD | -6.9% | +15.9% | -22.9% | -14.6% |
| 1Y | -10.3% | +43.2% | -53.5% | -25.5% |
| 3Y | +32.8% | +137.4% | -104.5% | -14.0% |
| 5Y | -41.5% | +185.0% | -226.5% | -65.9% |
| 10Y | +21.2% | +409.5% | -388.3% | -51.1% |
| All | +21.2% | +401.9% | -380.8% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling