-13.0%
EFX vs XME
+124.3%
-137.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.6% |
| 7D | -11.1% | -3.0% | -8.1% | -10.7% |
| 30D | -7.4% | -2.6% | -4.8% | -7.1% |
| 3M | +1.5% | +2.2% | -0.7% | +0.9% |
| 6M | -13.7% | +0.7% | -14.4% | -14.4% |
| YTD | -21.9% | +10.9% | -32.8% | -25.9% |
| 1Y | -30.8% | +35.7% | -66.5% | -39.8% |
| All | -13.0% | +124.3% | -137.3% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling