+142.7%
EWY vs XME
+167.8%
-25.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.7% | -0.5% | -2.2% |
| 7D | +1.2% | -3.0% | +4.3% | +3.0% |
| 30D | +9.3% | -2.6% | +11.9% | +10.9% |
| 3M | +2.4% | +2.2% | +0.3% | +1.8% |
| 6M | +40.3% | +0.7% | +39.6% | +41.9% |
| YTD | +88.0% | +10.9% | +77.1% | +82.6% |
| 1Y | +143.8% | +35.7% | +108.1% | +115.9% |
| 3Y | +217.8% | +127.1% | +90.6% | +121.5% |
| 5Y | +142.7% | +168.5% | -25.7% | +52.3% |
| All | +142.7% | +167.8% | -25.1% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling