+2,715.5%
EW vs XME
+179.0%
+2,536.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +35.5% |
| YTD | +22.0% | -6.6% | +28.6% | +22.0% |
| 1Y | +23.7% | +1.8% | +22.0% | +21.1% |
| 3Y | +62.0% | +98.7% | -36.7% | +32.3% |
| 5Y | -12.4% | +123.9% | -136.3% | -31.3% |
| 10Y | +236.1% | +277.9% | -41.8% | +121.6% |
| All | +2,715.5% | +179.0% | +2,536.6% | +1,584.8% |
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 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