+147.8%
EWY vs XME
+34.9%
+113.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +4.1% |
| 7D | -0.1% | -4.2% | +4.1% | +3.5% |
| 30D | +7.3% | -2.7% | +10.0% | +9.7% |
| 3M | -5.1% | -3.9% | -1.2% | -2.7% |
| 6M | +42.1% | -1.0% | +43.0% | +44.7% |
| YTD | +94.1% | +9.8% | +84.3% | +92.6% |
| 1Y | +147.8% | +32.5% | +115.3% | +126.6% |
| All | +147.8% | +34.9% | +113.0% | +126.6% |
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