-30.2%
EL vs XME
+136.1%
-166.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.6% |
| 7D | +1.7% | +3.6% | -1.9% | -0.1% |
| 30D | +15.5% | +3.6% | +11.9% | +13.5% |
| 3M | +20.6% | +1.2% | +19.3% | +19.5% |
| 6M | +10.5% | +9.0% | +1.4% | +3.8% |
| YTD | -1.9% | +15.9% | -17.8% | -11.9% |
| 1Y | +16.1% | +43.2% | -27.1% | -9.4% |
| 3Y | -30.2% | +137.4% | -167.6% | -62.7% |
| All | -30.2% | +136.1% | -166.4% | -62.7% |
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