+26.4%
ET vs XME
+5.2%
+21.2%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.5% |
| 7D | -6.0% | -5.5% | -0.6% | -6.1% |
| 30D | -6.1% | -11.1% | +5.0% | -6.2% |
| 3M | -2.7% | -11.1% | +8.5% | -2.8% |
| 6M | +0.2% | -18.0% | +18.2% | +0.5% |
| YTD | +24.3% | -7.4% | +31.7% | +25.4% |
| 1Y | +26.4% | +6.7% | +19.7% | +26.1% |
| All | +26.4% | +5.2% | +21.2% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling