+195.6%
EQT vs XME
+165.2%
+30.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +2.6% |
| 7D | -1.2% | -3.0% | +1.9% | +0.4% |
| 30D | +1.1% | -2.6% | +3.7% | +2.0% |
| 3M | +4.8% | +2.2% | +2.6% | +2.1% |
| 6M | -10.6% | +0.7% | -11.3% | -13.9% |
| YTD | +3.4% | +10.9% | -7.5% | -8.5% |
| 1Y | +8.7% | +35.7% | -27.0% | -18.0% |
| 3Y | +35.0% | +127.1% | -92.2% | -34.1% |
| All | +195.6% | +165.2% | +30.4% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling