+142.0%
EXC vs XME
+179.0%
-37.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.3% |
| 7D | +0.1% | -0.2% | +0.2% | 0.0% |
| 30D | +9.0% | -9.2% | +18.2% | +11.5% |
| 3M | +3.3% | -17.8% | +21.0% | +8.2% |
| 6M | +5.7% | -20.0% | +25.7% | +10.6% |
| YTD | +7.3% | -6.6% | +13.9% | +6.3% |
| 1Y | +2.9% | +1.8% | +1.2% | -0.8% |
| 3Y | +29.3% | +98.7% | -69.4% | -0.5% |
| 5Y | +40.1% | +123.9% | -83.9% | +1.0% |
| 10Y | +197.7% | +277.9% | -80.2% | +68.7% |
| All | +142.0% | +179.0% | -37.0% | +24.6% |
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