+157.2%
EXC vs XME
+426.6%
-269.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.1% |
| 7D | -1.6% | -3.0% | +1.4% | -1.0% |
| 30D | -2.4% | -2.6% | +0.2% | -2.0% |
| 3M | -4.0% | +2.2% | -6.1% | -4.9% |
| 6M | -9.8% | +0.7% | -10.5% | -11.0% |
| YTD | +2.3% | +10.9% | -8.6% | -2.3% |
| 1Y | +3.8% | +35.7% | -31.9% | -6.5% |
| 3Y | +19.7% | +127.1% | -107.4% | -8.8% |
| 5Y | +45.6% | +168.5% | -122.9% | +1.8% |
| All | +157.2% | +426.6% | -269.4% | +14.1% |
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 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