+2,333.6%
EW vs XME
+242.3%
+2,091.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +1.0% | +6.0% | -4.9% | -0.4% |
| 3M | +2.8% | -7.7% | +10.5% | +4.2% |
| 6M | +5.5% | +1.0% | +4.5% | +4.4% |
| YTD | +5.5% | +14.6% | -9.2% | +1.0% |
| 1Y | +11.0% | +46.0% | -34.9% | -0.2% |
| 3Y | +17.7% | +127.0% | -109.3% | -6.4% |
| 5Y | -25.7% | +175.8% | -201.6% | -44.4% |
| 10Y | +132.8% | +414.6% | -281.8% | +43.7% |
| All | +2,333.6% | +242.3% | +2,091.2% | +1,294.1% |
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