+669.0%
EL vs XME
+180.8%
+488.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.2% |
| 7D | +0.3% | +1.5% | -1.3% | -0.3% |
| 30D | +12.3% | -7.3% | +19.6% | +15.0% |
| 3M | +28.4% | -17.4% | +45.8% | +37.1% |
| 6M | +36.7% | -21.8% | +58.6% | +47.7% |
| YTD | +8.4% | -6.0% | +14.4% | +8.8% |
| 1Y | +25.4% | +3.8% | +21.6% | +21.4% |
| 3Y | +3.4% | +100.0% | -96.6% | -21.2% |
| 5Y | -64.8% | +116.1% | -180.8% | -74.1% |
| 10Y | +63.0% | +280.6% | -217.6% | -6.9% |
| All | +669.0% | +180.8% | +488.2% | +282.5% |
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