+122.5%
EW vs XME
+446.9%
-324.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -6.4% | +1.4% | -7.8% | -6.9% |
| 3M | -1.6% | +2.7% | -4.3% | -2.8% |
| 6M | +2.3% | +6.5% | -4.2% | -0.6% |
| YTD | +1.1% | +15.2% | -14.1% | -4.4% |
| 1Y | +8.0% | +43.5% | -35.5% | -5.2% |
| 3Y | +16.3% | +135.9% | -119.5% | -14.9% |
| 5Y | -29.4% | +181.5% | -210.9% | -52.2% |
| All | +122.5% | +446.9% | -324.4% | +4.6% |
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