+47.3%
EXPE vs XME
+108.0%
-60.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.4% |
| 7D | -0.5% | +0.3% | -0.8% | -0.7% |
| 30D | -6.1% | -6.1% | 0.0% | -3.6% |
| 3M | -21.3% | -18.6% | -2.7% | -14.2% |
| 6M | +19.0% | -23.9% | +42.9% | +32.4% |
| YTD | -8.4% | -9.3% | +0.9% | -10.8% |
| 1Y | -2.8% | +1.8% | -4.6% | -12.2% |
| 3Y | +120.8% | +93.0% | +27.7% | +25.2% |
| All | +47.3% | +108.0% | -60.7% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling