+176.1%
ET vs XME
+426.6%
-250.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +2.0% |
| 7D | +1.4% | -3.0% | +4.4% | +2.8% |
| 30D | +4.6% | -2.6% | +7.2% | +5.5% |
| 3M | +16.0% | +2.2% | +13.9% | +13.2% |
| 6M | +22.8% | +0.7% | +22.1% | +18.6% |
| YTD | +38.9% | +10.9% | +27.9% | +25.7% |
| 1Y | +34.1% | +35.7% | -1.6% | +6.8% |
| 3Y | +98.8% | +127.1% | -28.3% | +13.3% |
| 5Y | +246.8% | +168.5% | +78.4% | +69.1% |
| All | +176.1% | +426.6% | -250.5% | -25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling