+215.3%
EFA vs XME
+246.2%
-30.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -1.0% |
| 7D | +1.2% | +3.6% | -2.4% | -0.3% |
| 30D | -0.7% | +3.6% | -4.4% | -2.3% |
| 3M | +6.4% | +1.2% | +5.2% | +5.2% |
| 6M | +11.4% | +9.0% | +2.3% | +6.4% |
| YTD | +14.0% | +15.9% | -1.9% | +5.5% |
| 1Y | +20.2% | +43.2% | -23.0% | +1.2% |
| 3Y | +68.2% | +137.4% | -69.2% | +12.7% |
| 5Y | +54.8% | +185.0% | -130.2% | -7.3% |
| 10Y | +142.4% | +409.5% | -267.1% | +3.8% |
| All | +215.3% | +246.2% | -30.8% | +29.3% |
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