+549.5%
EMR vs XME
+242.3%
+307.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -5.6% | +6.0% | -11.6% | -8.6% |
| 3M | +7.9% | -7.7% | +15.7% | +11.7% |
| 6M | +6.0% | +1.0% | +5.1% | +4.6% |
| YTD | +16.4% | +14.6% | +1.8% | +7.5% |
| 1Y | +16.6% | +46.0% | -29.3% | -5.5% |
| 3Y | +62.9% | +127.0% | -64.2% | +4.5% |
| 5Y | +60.1% | +175.8% | -115.7% | -10.4% |
| 10Y | +268.7% | +414.6% | -145.9% | +44.3% |
| All | +549.5% | +242.3% | +307.2% | +145.4% |
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