+533.3%
ED vs XME
+175.1%
+358.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.4% |
| 7D | -1.7% | +5.3% | -7.1% | -2.3% |
| 30D | +10.7% | -8.2% | +18.9% | +11.6% |
| 3M | +11.6% | -18.4% | +30.0% | +14.0% |
| 6M | +13.5% | -22.8% | +36.3% | +16.2% |
| YTD | +23.1% | -7.9% | +31.0% | +22.8% |
| 1Y | +23.1% | -0.9% | +23.9% | +21.5% |
| 3Y | +47.9% | +96.0% | -48.0% | +32.0% |
| 5Y | +83.9% | +110.3% | -26.4% | +60.6% |
| 10Y | +142.1% | +272.8% | -130.8% | +86.7% |
| All | +533.3% | +175.1% | +358.2% | +350.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling