+1,170.9%
ET vs XME
+170.7%
+1,000.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.6% |
| 7D | +2.5% | +0.3% | +2.2% | +2.3% |
| 30D | -2.5% | -6.1% | +3.7% | -0.2% |
| 3M | -4.9% | -18.6% | +13.8% | +2.9% |
| 6M | -0.1% | -23.9% | +23.8% | +9.6% |
| YTD | +26.2% | -9.3% | +35.6% | +26.2% |
| 1Y | +25.2% | +1.8% | +23.4% | +18.4% |
| 3Y | +84.2% | +93.0% | -8.8% | +26.9% |
| 5Y | +216.1% | +107.0% | +109.1% | +105.6% |
| 10Y | +160.7% | +266.9% | -106.3% | +28.1% |
| All | +1,170.9% | +170.7% | +1,000.2% | +475.3% |
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