+52.4%
EFA vs XME
+167.8%
-115.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | +0.4% |
| 7D | -2.4% | -3.0% | +0.7% | -1.4% |
| 30D | -2.2% | -2.6% | +0.3% | -1.6% |
| 3M | +5.7% | +2.2% | +3.5% | +4.5% |
| 6M | +8.2% | +0.7% | +7.5% | +7.0% |
| YTD | +11.8% | +10.9% | +0.9% | +6.5% |
| 1Y | +18.3% | +35.7% | -17.4% | +4.4% |
| 3Y | +64.9% | +127.1% | -62.2% | +19.0% |
| 5Y | +52.4% | +168.5% | -116.1% | +1.8% |
| All | +52.4% | +167.8% | -115.4% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling