+273.0%
EMR vs XME
+421.4%
-148.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.1% |
| 7D | -0.4% | -4.2% | +3.8% | +1.9% |
| 30D | -6.8% | -2.7% | -4.1% | -5.6% |
| 3M | +7.5% | -3.9% | +11.4% | +9.2% |
| 6M | +9.9% | -1.0% | +10.8% | +9.2% |
| YTD | +16.0% | +9.8% | +6.2% | +8.2% |
| 1Y | +12.4% | +32.5% | -20.1% | -6.8% |
| 3Y | +60.2% | +124.3% | -64.1% | -3.4% |
| 5Y | +67.9% | +165.8% | -97.9% | -13.5% |
| All | +273.0% | +421.4% | -148.3% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling