+128.5%
EEM vs XME
+421.4%
-292.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.6% |
| 7D | -1.3% | -4.2% | +3.0% | +0.4% |
| 30D | +2.1% | -2.7% | +4.8% | +3.0% |
| 3M | +1.0% | -3.9% | +4.9% | +2.3% |
| 6M | +15.9% | -1.0% | +16.9% | +15.9% |
| YTD | +24.6% | +9.8% | +14.8% | +19.2% |
| 1Y | +32.3% | +32.5% | -0.3% | +16.8% |
| 3Y | +85.9% | +124.3% | -38.4% | +31.0% |
| 5Y | +45.4% | +165.8% | -120.4% | -7.7% |
| All | +128.5% | +421.4% | -292.8% | +2.4% |
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