-29.4%
EW vs XME
+179.6%
-209.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.7% | -3.8% |
| 7D | -4.4% | +3.6% | -8.0% | -5.2% |
| 30D | -3.3% | +3.6% | -7.0% | -4.3% |
| 3M | +1.0% | +1.2% | -0.2% | +0.3% |
| 6M | +6.2% | +9.0% | -2.8% | +3.2% |
| YTD | +1.7% | +15.9% | -14.2% | -3.1% |
| 1Y | +8.1% | +43.2% | -35.1% | -3.6% |
| 3Y | +17.1% | +137.4% | -120.3% | -13.2% |
| 5Y | -29.4% | +185.0% | -214.4% | -50.7% |
| All | -29.4% | +179.6% | -209.0% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling