+921.9%
EWT vs XME
+246.2%
+675.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | +1.6% | +3.6% | -2.0% | +0.1% |
| 30D | +8.2% | +3.6% | +4.6% | +6.4% |
| 3M | +11.1% | +1.2% | +9.8% | +10.3% |
| 6M | +60.4% | +9.0% | +51.4% | +54.6% |
| YTD | +75.6% | +15.9% | +59.6% | +64.3% |
| 1Y | +91.3% | +43.2% | +48.1% | +63.4% |
| 3Y | +200.3% | +137.4% | +62.9% | +106.6% |
| 5Y | +156.4% | +185.0% | -28.7% | +58.3% |
| 10Y | +495.8% | +409.5% | +86.3% | +165.1% |
| All | +921.9% | +246.2% | +675.7% | +317.0% |
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 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