+123.4%
EXPE vs XME
+96.3%
+27.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.1% |
| 7D | -4.2% | +5.3% | -9.5% | -5.8% |
| 30D | -4.5% | -8.2% | +3.7% | -2.2% |
| 3M | -19.7% | -18.4% | -1.3% | -15.2% |
| 6M | +18.3% | -22.8% | +41.1% | +26.7% |
| YTD | -7.3% | -7.9% | +0.6% | -10.9% |
| 1Y | -3.9% | -0.9% | -3.0% | -11.5% |
| All | +123.4% | +96.3% | +27.1% | +32.7% |
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