+22.2%
EXE vs XME
+134.4%
-112.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | -1.8% | +3.6% | -5.4% | -2.5% |
| 30D | +6.4% | +3.6% | +2.8% | +5.5% |
| 3M | +9.2% | +1.2% | +8.0% | +8.7% |
| 6M | -7.0% | +9.0% | -16.0% | -9.9% |
| YTD | -9.5% | +15.9% | -25.4% | -15.5% |
| 1Y | +6.2% | +43.2% | -37.0% | -9.6% |
| All | +22.2% | +134.4% | -112.2% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling