+233.4%
EQX vs XME
+388.3%
-155.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.7% | -1.4% | -2.5% |
| 7D | -7.0% | -3.0% | -4.0% | -5.0% |
| 30D | +4.8% | -2.6% | +7.4% | +6.9% |
| 3M | +25.6% | +2.2% | +23.5% | +24.7% |
| 6M | -25.8% | +0.7% | -26.5% | -25.2% |
| YTD | -12.7% | +10.9% | -23.7% | -16.6% |
| 1Y | +14.1% | +35.7% | -21.6% | -3.5% |
| 3Y | +165.7% | +127.1% | +38.6% | +64.2% |
| 5Y | +81.2% | +168.5% | -87.2% | +5.7% |
| All | +233.4% | +388.3% | -155.0% | +63.2% |
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