+156.4%
EXPE vs XME
+426.6%
-270.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +3.5% |
| 7D | -8.7% | -3.0% | -5.6% | -7.3% |
| 30D | -13.6% | -2.6% | -11.0% | -13.0% |
| 3M | +26.6% | +2.2% | +24.5% | +23.1% |
| 6M | +19.9% | +0.7% | +19.2% | +15.8% |
| YTD | -1.7% | +10.9% | -12.6% | -12.3% |
| 1Y | +29.4% | +35.7% | -6.3% | +1.2% |
| 3Y | +155.7% | +127.1% | +28.5% | +42.9% |
| 5Y | +93.1% | +168.5% | -75.4% | -4.5% |
| All | +156.4% | +426.6% | -270.2% | -20.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling