+23.6%
EW vs XME
+0.8%
+22.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | +4.9% | +5.3% | -0.4% | +4.3% |
| 30D | +24.1% | -8.2% | +32.3% | +25.2% |
| 3M | +13.7% | -18.4% | +32.1% | +16.4% |
| 6M | +32.7% | -22.8% | +55.5% | +37.3% |
| YTD | +24.1% | -7.9% | +32.0% | +23.2% |
| 1Y | +23.6% | -0.9% | +24.5% | +20.8% |
| All | +23.6% | +0.8% | +22.9% | +20.8% |
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