+83.0%
ESI vs XME
+100.3%
-17.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.5% |
| 7D | +1.8% | +1.5% | +0.3% | +1.0% |
| 30D | -6.6% | -7.3% | +0.7% | -1.7% |
| 3M | -9.4% | -17.4% | +8.1% | +2.5% |
| 6M | -24.1% | -21.8% | -2.3% | -11.7% |
| YTD | +37.1% | -6.0% | +43.1% | +40.1% |
| 1Y | +24.5% | +3.8% | +20.8% | +19.2% |
| All | +83.0% | +100.3% | -17.4% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling