+106.8%
EWZ vs XME
+169.9%
-63.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | -1.5% |
| 7D | -1.5% | -4.5% | +3.0% | +1.3% |
| 30D | -24.5% | -10.9% | -13.7% | -19.1% |
| 3M | -10.7% | -15.3% | +4.6% | -1.6% |
| 6M | -19.1% | -24.6% | +5.5% | -5.2% |
| YTD | +1.6% | -9.6% | +11.2% | +4.5% |
| 1Y | +4.3% | +2.9% | +1.4% | -2.1% |
| 3Y | +19.0% | +86.9% | -67.9% | -28.9% |
| 5Y | +57.7% | +115.2% | -57.5% | -19.6% |
| 10Y | +51.3% | +305.7% | -254.4% | -54.7% |
| All | +106.8% | +169.9% | -63.0% | -32.8% |
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