-12.4%
EW vs XME
+118.5%
-130.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.2% |
| 7D | +9.3% | -0.2% | +9.4% | +9.2% |
| 30D | +22.1% | -9.2% | +31.2% | +24.5% |
| 3M | +13.0% | -17.8% | +30.8% | +17.7% |
| 6M | +30.1% | -20.0% | +50.1% | +35.7% |
| YTD | +22.0% | -6.6% | +28.6% | +21.6% |
| 1Y | +23.7% | +1.8% | +22.0% | +20.3% |
| 3Y | +62.0% | +98.7% | -36.7% | +22.6% |
| 5Y | -12.4% | +123.9% | -136.3% | -37.9% |
| All | -12.4% | +118.5% | -130.9% | -37.9% |
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