+34.4%
ED vs XME
+136.1%
-101.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +1.0% |
| 7D | +0.5% | +3.6% | -3.1% | +0.7% |
| 30D | +1.1% | +3.6% | -2.5% | +1.3% |
| 3M | +4.6% | +1.2% | +3.4% | +5.0% |
| 6M | -2.0% | +9.0% | -11.0% | -1.4% |
| YTD | +11.7% | +15.9% | -4.2% | +12.3% |
| 1Y | +15.7% | +43.2% | -27.4% | +16.5% |
| 3Y | +34.4% | +137.4% | -103.0% | +24.7% |
| All | +34.4% | +136.1% | -101.8% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling