+178.5%
EXE vs XME
+249.5%
-71.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +8.5% | +6.0% | +2.5% | +5.4% |
| 3M | +5.5% | -7.7% | +13.2% | +8.2% |
| 6M | -5.9% | +1.0% | -6.9% | -8.7% |
| YTD | -9.7% | +14.6% | -24.4% | -19.3% |
| 1Y | +3.6% | +46.0% | -42.4% | -20.2% |
| 3Y | +18.0% | +127.0% | -109.0% | -32.5% |
| 5Y | +109.4% | +175.8% | -66.4% | +5.9% |
| All | +178.5% | +249.5% | -71.0% | +28.2% |
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