+192.2%
EWT vs XME
+124.3%
+67.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -0.8% |
| 7D | -1.1% | -3.0% | +2.0% | +0.4% |
| 30D | +4.8% | -2.6% | +7.4% | +5.9% |
| 3M | +11.1% | +2.2% | +9.0% | +9.5% |
| 6M | +54.6% | +0.7% | +53.9% | +53.3% |
| YTD | +71.4% | +10.9% | +60.5% | +61.9% |
| 1Y | +82.1% | +35.7% | +46.4% | +55.3% |
| All | +192.2% | +124.3% | +67.9% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling