+581.9%
ETR vs XME
+242.3%
+339.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | +1.0% | +6.0% | -5.0% | -0.5% |
| 3M | -1.3% | -7.7% | +6.5% | 0.0% |
| 6M | +1.9% | +1.0% | +0.9% | +0.6% |
| YTD | +18.2% | +14.6% | +3.5% | +12.8% |
| 1Y | +24.7% | +46.0% | -21.3% | +11.9% |
| 3Y | +150.7% | +127.0% | +23.7% | +99.6% |
| 5Y | +127.0% | +175.8% | -48.8% | +68.5% |
| 10Y | +295.5% | +414.6% | -119.2% | +135.4% |
| All | +581.9% | +242.3% | +339.6% | +301.9% |
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 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