+3,507.7%
EME vs XME
+246.2%
+3,261.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.9% |
| 7D | +5.2% | +3.6% | +1.5% | +3.0% |
| 30D | -5.4% | +3.6% | -9.0% | -7.5% |
| 3M | -6.1% | +1.2% | -7.3% | -7.0% |
| 6M | +9.7% | +9.0% | +0.6% | +3.6% |
| YTD | +26.6% | +15.9% | +10.7% | +14.7% |
| 1Y | +24.6% | +43.2% | -18.6% | -0.4% |
| 3Y | +249.6% | +137.4% | +112.2% | +106.8% |
| 5Y | +556.6% | +185.0% | +371.5% | +230.1% |
| 10Y | +1,286.6% | +409.5% | +877.1% | +357.3% |
| All | +3,507.7% | +246.2% | +3,261.5% | +1,001.2% |
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