+153.4%
EXE vs XME
+176.4%
-22.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.5% |
| 7D | +5.3% | +0.3% | +5.0% | +5.1% |
| 30D | -2.2% | -6.1% | +3.9% | +0.1% |
| 3M | -5.9% | -18.6% | +12.7% | +1.7% |
| 6M | -5.7% | -23.9% | +18.2% | +3.7% |
| YTD | -17.8% | -9.3% | -8.5% | -19.4% |
| 1Y | -23.1% | +1.8% | -24.9% | -29.3% |
| 3Y | +21.2% | +93.0% | -71.8% | -27.1% |
| 5Y | +78.8% | +107.0% | -28.2% | +1.9% |
| All | +153.4% | +176.4% | -22.9% | +28.1% |
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