+296.5%
EQT vs XME
+231.2%
+65.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +2.7% |
| 7D | -1.2% | -3.0% | +1.9% | +0.5% |
| 30D | +1.1% | -2.6% | +3.7% | +2.1% |
| 3M | +4.8% | +2.2% | +2.6% | +1.9% |
| 6M | -10.6% | +0.7% | -11.3% | -13.9% |
| YTD | +3.4% | +10.9% | -7.5% | -7.2% |
| 1Y | +8.7% | +35.7% | -27.0% | -14.5% |
| 3Y | +35.0% | +127.1% | -92.2% | -23.2% |
| 5Y | +204.2% | +168.5% | +35.8% | +58.2% |
| 10Y | +52.5% | +416.9% | -364.5% | -49.2% |
| All | +296.5% | +231.2% | +65.3% | +39.4% |
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