+64.2%
EWZ vs XME
+266.4%
-202.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -0.9% |
| 7D | +0.1% | +5.3% | -5.3% | -2.8% |
| 30D | -25.9% | -8.2% | -17.7% | -22.7% |
| 3M | -6.1% | -18.4% | +12.2% | +4.1% |
| 6M | -16.1% | -22.8% | +6.7% | -5.1% |
| YTD | +1.0% | -7.9% | +8.9% | +2.4% |
| 1Y | 0.0% | -0.9% | +0.8% | -3.0% |
| 3Y | +16.8% | +96.0% | -79.1% | -27.5% |
| 5Y | +52.1% | +110.3% | -58.3% | -14.6% |
| All | +64.2% | +266.4% | -202.2% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling