-4.9%
LYB vs XME
+162.6%
-167.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.5% |
| 7D | +0.3% | -4.2% | +4.5% | +2.1% |
| 30D | +2.5% | -2.7% | +5.2% | +3.3% |
| 3M | +1.4% | -3.9% | +5.3% | +2.3% |
| 6M | -3.5% | -1.0% | -2.5% | -5.7% |
| YTD | +52.0% | +9.8% | +42.2% | +39.6% |
| 1Y | +22.1% | +32.5% | -10.5% | -0.5% |
| 3Y | -22.8% | +124.3% | -147.1% | -54.4% |
| All | -4.9% | +162.6% | -167.5% | -50.8% |
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