+84.1%
EWZ vs XME
+401.9%
-317.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.4% |
| 7D | +5.6% | +3.6% | +2.0% | +3.6% |
| 30D | +9.3% | +3.6% | +5.6% | +7.0% |
| 3M | +15.7% | +1.2% | +14.5% | +14.0% |
| 6M | +7.4% | +9.0% | -1.6% | +0.8% |
| YTD | +22.7% | +15.9% | +6.8% | +10.5% |
| 1Y | +36.4% | +43.2% | -6.8% | +7.5% |
| 3Y | +50.4% | +137.4% | -87.0% | -14.8% |
| 5Y | +67.6% | +185.0% | -117.4% | -20.1% |
| 10Y | +84.1% | +409.5% | -325.4% | -49.3% |
| All | +84.1% | +401.9% | -317.9% | -49.3% |
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 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