+142.7%
ED vs XME
+274.0%
-131.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.1% |
| 7D | -0.9% | +1.5% | -2.4% | -1.1% |
| 30D | +11.2% | -7.3% | +18.5% | +11.7% |
| 3M | +11.8% | -17.4% | +29.2% | +13.3% |
| 6M | +14.1% | -21.8% | +35.9% | +16.0% |
| YTD | +23.0% | -6.0% | +28.9% | +22.3% |
| 1Y | +23.7% | +3.8% | +19.9% | +21.6% |
| 3Y | +47.7% | +100.0% | -52.3% | +32.6% |
| 5Y | +82.6% | +116.1% | -33.4% | +60.6% |
| All | +142.7% | +274.0% | -131.3% | +70.9% |
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