+26.1%
EXPE vs XME
+42.3%
-16.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -11.5% | -0.2% | -11.3% | -11.5% |
| 30D | -13.1% | +1.4% | -14.5% | -13.2% |
| 3M | +18.1% | +2.7% | +15.4% | +18.1% |
| 6M | +13.3% | +6.5% | +6.8% | +12.1% |
| YTD | -3.2% | +15.2% | -18.4% | -8.8% |
| 1Y | +26.1% | +43.5% | -17.4% | -0.3% |
| All | +26.1% | +42.3% | -16.1% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling