+513.6%
EWT vs XME
+421.4%
+92.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | -1.1% | -4.2% | +3.1% | +0.5% |
| 30D | +4.5% | -2.7% | +7.2% | +5.4% |
| 3M | +8.3% | -3.9% | +12.2% | +9.6% |
| 6M | +54.2% | -1.0% | +55.2% | +54.5% |
| YTD | +74.6% | +9.8% | +64.8% | +67.9% |
| 1Y | +84.9% | +32.5% | +52.3% | +65.3% |
| 3Y | +197.5% | +124.3% | +73.2% | +118.3% |
| 5Y | +150.6% | +165.8% | -15.2% | +69.3% |
| All | +513.6% | +421.4% | +92.3% | +210.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling