+39.7%
EFX vs XME
+421.4%
-381.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -4.5% | -4.2% | -0.3% | -3.4% |
| 30D | -6.1% | -2.7% | -3.4% | -5.6% |
| 3M | +6.2% | -3.9% | +10.1% | +6.7% |
| 6M | -11.2% | -1.0% | -10.2% | -12.4% |
| YTD | -21.4% | +9.8% | -31.2% | -26.0% |
| 1Y | -34.3% | +32.5% | -66.9% | -42.6% |
| 3Y | -12.5% | +124.3% | -136.9% | -37.8% |
| 5Y | -35.6% | +165.8% | -201.4% | -57.4% |
| All | +39.7% | +421.4% | -381.7% | -31.8% |
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 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