+46.2%
EXC vs XME
+179.6%
-133.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | +1.2% | +3.6% | -2.4% | +0.9% |
| 30D | -2.7% | +3.6% | -6.4% | -3.1% |
| 3M | -1.0% | +1.2% | -2.2% | -1.2% |
| 6M | -9.3% | +9.0% | -18.3% | -10.7% |
| YTD | +3.6% | +15.9% | -12.3% | +0.5% |
| 1Y | +5.9% | +43.2% | -37.3% | -1.0% |
| 3Y | +21.3% | +137.4% | -116.1% | +1.5% |
| 5Y | +46.2% | +185.0% | -138.9% | +19.5% |
| All | +46.2% | +179.6% | -133.5% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling