+169.7%
EXE vs XME
+234.8%
-65.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -3.1% | -4.2% | +1.1% | -1.4% |
| 30D | -0.9% | -2.7% | +1.8% | -0.1% |
| 3M | +9.6% | -3.9% | +13.5% | +10.5% |
| 6M | -11.6% | -1.0% | -10.6% | -13.6% |
| YTD | -12.6% | +9.8% | -22.4% | -20.4% |
| 1Y | +1.2% | +32.5% | -31.4% | -18.1% |
| 3Y | +18.0% | +124.3% | -106.3% | -32.6% |
| 5Y | +101.1% | +165.8% | -64.7% | +3.3% |
| All | +169.7% | +234.8% | -65.1% | +26.4% |
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