+62.4%
EWY vs XME
+5.2%
+57.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -0.9% |
| 7D | -8.3% | -5.5% | -2.9% | -3.3% |
| 30D | -20.5% | -11.1% | -9.4% | -11.3% |
| 3M | -11.1% | -11.1% | 0.0% | -1.3% |
| 6M | -7.0% | -18.0% | +11.0% | +12.8% |
| YTD | +56.5% | -7.4% | +63.8% | +81.9% |
| 1Y | +62.4% | +6.7% | +55.8% | +78.7% |
| All | +62.4% | +5.2% | +57.2% | +78.7% |
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