+153.5%
EXPE vs XME
+136.1%
+17.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.1% | -9.0% | -8.2% |
| 7D | -9.8% | +3.6% | -13.4% | -10.8% |
| 30D | -11.5% | +3.6% | -15.1% | -12.8% |
| 3M | +21.7% | +1.2% | +20.5% | +20.7% |
| 6M | +10.4% | +9.0% | +1.3% | +4.9% |
| YTD | -2.5% | +15.9% | -18.5% | -12.5% |
| 1Y | +27.3% | +43.2% | -15.8% | -0.2% |
| 3Y | +153.5% | +137.4% | +16.1% | +40.1% |
| All | +153.5% | +136.1% | +17.4% | +40.1% |
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