+224.6%
ESI vs XME
+260.4%
-35.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | -5.9% | +6.0% | -11.9% | -9.9% |
| 3M | -14.1% | -7.7% | -6.4% | -9.8% |
| 6M | +6.6% | +1.0% | +5.6% | +5.1% |
| YTD | +45.0% | +14.6% | +30.4% | +30.2% |
| 1Y | +41.5% | +46.0% | -4.5% | +6.8% |
| 3Y | +78.8% | +127.0% | -48.3% | -1.4% |
| 5Y | +70.9% | +175.8% | -104.9% | -21.5% |
| 10Y | +317.1% | +414.6% | -97.6% | +8.9% |
| All | +224.6% | +260.4% | -35.8% | -18.6% |
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