+318.5%
ESI vs XME
+260.6%
+58.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.3% |
| 7D | +5.5% | +0.3% | +5.2% | +5.3% |
| 30D | -7.8% | -6.1% | -1.6% | -3.7% |
| 3M | -15.0% | -18.6% | +3.6% | -3.0% |
| 6M | -24.9% | -23.9% | -1.0% | -11.0% |
| YTD | +33.2% | -9.3% | +42.6% | +40.2% |
| 1Y | +24.9% | +1.8% | +23.2% | +22.1% |
| 3Y | +77.8% | +93.0% | -15.3% | +13.1% |
| 5Y | +37.1% | +107.0% | -69.9% | -19.5% |
| All | +318.5% | +260.6% | +58.0% | +57.8% |
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