+514.3%
EWY vs XME
+246.2%
+268.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | 0.0% |
| 7D | +8.0% | +3.6% | +4.4% | +6.0% |
| 30D | +14.3% | +3.6% | +10.7% | +12.2% |
| 3M | +2.3% | +1.2% | +1.1% | +2.4% |
| 6M | +49.9% | +9.0% | +40.8% | +45.8% |
| YTD | +95.3% | +15.9% | +79.4% | +84.0% |
| 1Y | +161.7% | +43.2% | +118.5% | +119.5% |
| 3Y | +230.2% | +137.4% | +92.8% | +109.3% |
| 5Y | +148.1% | +185.0% | -36.9% | +37.0% |
| 10Y | +293.2% | +409.5% | -116.3% | +43.7% |
| All | +514.3% | +246.2% | +268.1% | +109.1% |
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