+207.0%
ESI vs XME
+195.6%
+11.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.5% |
| 7D | +1.8% | +1.5% | +0.3% | +0.9% |
| 30D | -6.6% | -7.3% | +0.7% | -1.5% |
| 3M | -9.4% | -17.4% | +8.1% | +3.1% |
| 6M | -24.1% | -21.8% | -2.3% | -10.9% |
| YTD | +37.1% | -6.0% | +43.1% | +41.0% |
| 1Y | +24.5% | +3.8% | +20.8% | +19.6% |
| 3Y | +83.2% | +100.0% | -16.9% | +10.3% |
| 5Y | +44.0% | +116.1% | -72.1% | -21.2% |
| 10Y | +332.8% | +280.6% | +52.2% | +40.8% |
| All | +207.0% | +195.6% | +11.3% | -11.8% |
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 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