+18.7%
EWZ vs XME
+93.2%
-74.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.9% |
| 7D | +0.8% | +0.3% | +0.4% | +0.6% |
| 30D | -24.4% | -6.1% | -18.2% | -22.8% |
| 3M | -4.6% | -18.6% | +14.0% | +2.3% |
| 6M | -11.6% | -23.9% | +12.3% | -3.5% |
| YTD | +2.4% | -9.3% | +11.7% | +4.7% |
| 1Y | +2.1% | +1.8% | +0.3% | +0.3% |
| 3Y | +18.7% | +93.0% | -74.3% | -13.1% |
| All | +18.7% | +93.2% | -74.4% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling