+245.3%
ET vs XME
+183.2%
+62.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +0.6% | -0.2% | +0.9% | +0.7% |
| 30D | +5.3% | +1.4% | +3.9% | +4.6% |
| 3M | +15.6% | +2.7% | +12.9% | +13.8% |
| 6M | +20.6% | +6.5% | +14.1% | +15.8% |
| YTD | +38.5% | +15.2% | +23.3% | +27.6% |
| 1Y | +35.7% | +43.5% | -7.8% | +12.3% |
| 3Y | +98.4% | +135.9% | -37.5% | +26.4% |
| 5Y | +245.3% | +181.5% | +63.8% | +93.2% |
| All | +245.3% | +183.2% | +62.0% | +93.2% |
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