+131.9%
EXC vs XME
+242.3%
-110.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -3.7% | +6.0% | -9.7% | -5.5% |
| 3M | -1.3% | -7.7% | +6.4% | +0.1% |
| 6M | -9.7% | +1.0% | -10.7% | -11.3% |
| YTD | +2.9% | +14.6% | -11.7% | -3.2% |
| 1Y | +4.4% | +46.0% | -41.6% | -9.0% |
| 3Y | +22.2% | +127.0% | -104.8% | -8.7% |
| 5Y | +46.7% | +175.8% | -129.1% | +0.1% |
| 10Y | +155.3% | +414.6% | -259.3% | +32.9% |
| All | +131.9% | +242.3% | -110.4% | +13.5% |
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 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