+2,764.0%
EW vs XME
+175.1%
+2,588.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | +4.9% | +5.3% | -0.4% | +3.7% |
| 30D | +24.1% | -8.2% | +32.3% | +26.3% |
| 3M | +13.7% | -18.4% | +32.1% | +18.6% |
| 6M | +32.7% | -22.8% | +55.5% | +39.5% |
| YTD | +24.1% | -7.9% | +32.0% | +24.5% |
| 1Y | +23.6% | -0.9% | +24.5% | +21.8% |
| 3Y | +64.8% | +96.0% | -31.2% | +35.0% |
| 5Y | -8.8% | +110.3% | -119.1% | -27.4% |
| 10Y | +248.8% | +272.8% | -24.1% | +130.7% |
| All | +2,764.0% | +175.1% | +2,588.9% | +1,619.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling