+238.8%
EQX vs XME
+383.5%
-144.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.3% |
| 7D | -3.2% | -4.2% | +1.0% | -0.3% |
| 30D | +7.8% | -2.7% | +10.5% | +10.0% |
| 3M | +21.3% | -3.9% | +25.3% | +25.4% |
| 6M | -22.4% | -1.0% | -21.4% | -20.9% |
| YTD | -11.3% | +9.8% | -21.1% | -14.6% |
| 1Y | +13.5% | +32.5% | -19.0% | -2.6% |
| 3Y | +162.1% | +124.3% | +37.8% | +63.3% |
| 5Y | +84.2% | +165.8% | -81.6% | +8.2% |
| All | +238.8% | +383.5% | -144.6% | +67.0% |
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 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