+266.6%
EW vs XME
+274.0%
-7.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.6% |
| 7D | +6.5% | +1.5% | +5.0% | +5.9% |
| 30D | +22.5% | -7.3% | +29.7% | +24.7% |
| 3M | +13.0% | -17.4% | +30.4% | +18.4% |
| 6M | +37.1% | -21.8% | +58.9% | +45.0% |
| YTD | +24.1% | -6.0% | +30.1% | +23.6% |
| 1Y | +24.2% | +3.8% | +20.5% | +20.0% |
| 3Y | +64.8% | +100.0% | -35.2% | +25.3% |
| 5Y | -7.4% | +116.1% | -123.5% | -32.6% |
| All | +266.6% | +274.0% | -7.4% | +97.0% |
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