+22.1%
EW vs XME
+2.1%
+20.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | +9.3% | -0.2% | +9.4% | +9.2% |
| 30D | +22.1% | -9.2% | +31.2% | +23.4% |
| 3M | +13.0% | -17.8% | +30.8% | +15.6% |
| 6M | +30.1% | -20.0% | +50.1% | +33.7% |
| YTD | +22.0% | -6.6% | +28.6% | +20.9% |
| All | +22.1% | +2.1% | +20.1% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling