+210.6%
ET vs XME
+108.0%
+102.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | -2.5% | -6.1% | +3.7% | -0.7% |
| 3M | -4.9% | -18.6% | +13.8% | +0.9% |
| 6M | -0.1% | -23.9% | +23.8% | +7.5% |
| YTD | +26.2% | -9.3% | +35.6% | +25.1% |
| 1Y | +25.2% | +1.8% | +23.4% | +17.8% |
| 3Y | +84.2% | +93.0% | -8.8% | +24.3% |
| All | +210.6% | +108.0% | +102.7% | +97.9% |
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