+164.3%
EWY vs XME
+46.4%
+117.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.4% |
| 7D | +4.8% | -0.1% | +4.9% | +4.9% |
| 30D | +11.7% | +6.0% | +5.7% | +6.2% |
| 3M | -7.4% | -7.7% | +0.3% | -2.3% |
| 6M | +40.6% | +1.0% | +39.6% | +39.7% |
| YTD | +94.3% | +14.6% | +79.6% | +86.1% |
| 1Y | +164.3% | +46.0% | +118.3% | +131.8% |
| All | +164.3% | +46.4% | +117.9% | +131.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling