+665.0%
EL vs XME
+170.7%
+494.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.7% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +10.0% | -6.1% | +16.1% | +12.2% |
| 3M | +28.4% | -18.6% | +47.0% | +37.8% |
| 6M | +37.1% | -23.9% | +61.0% | +49.5% |
| YTD | +7.8% | -9.3% | +17.2% | +9.7% |
| 1Y | +26.0% | +1.8% | +24.3% | +22.8% |
| 3Y | +3.8% | +93.0% | -89.2% | -19.8% |
| 5Y | -65.2% | +107.0% | -172.2% | -74.0% |
| 10Y | +62.1% | +266.9% | -204.8% | -6.1% |
| All | +665.0% | +170.7% | +494.3% | +285.5% |
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