+31.0%
DIS vs XME
+266.4%
-235.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.4% |
| 7D | +0.9% | +5.3% | -4.5% | -1.2% |
| 30D | +8.9% | -8.2% | +17.1% | +12.1% |
| 3M | +14.5% | -18.4% | +32.9% | +22.9% |
| 6M | +12.2% | -22.8% | +35.1% | +21.9% |
| YTD | +4.7% | -7.9% | +12.6% | +4.3% |
| 1Y | +2.8% | -0.9% | +3.7% | -0.9% |
| 3Y | +38.1% | +96.0% | -57.8% | -5.2% |
| 5Y | -23.6% | +110.3% | -133.9% | -50.5% |
| All | +31.0% | +266.4% | -235.3% | -42.9% |
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 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