+75.8%
ESI vs XME
+183.2%
-107.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | +3.9% | -0.2% | +4.1% | +4.1% |
| 30D | -3.8% | +1.4% | -5.2% | -4.8% |
| 3M | -13.1% | +2.7% | -15.9% | -14.8% |
| 6M | +11.3% | +6.5% | +4.8% | +6.4% |
| YTD | +44.1% | +15.2% | +28.9% | +30.5% |
| 1Y | +40.3% | +43.5% | -3.2% | +10.3% |
| 3Y | +84.1% | +135.9% | -51.8% | +5.9% |
| 5Y | +75.8% | +181.5% | -105.6% | -9.7% |
| All | +75.8% | +183.2% | -107.4% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling