+1,418.0%
QLD vs XME
+294.4%
+1,123.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.5% | +1.3% | +2.6% |
| 7D | -1.4% | +0.9% | -2.4% | -1.7% |
| 30D | -19.6% | -7.3% | -12.3% | -14.3% |
| 3M | -14.1% | -14.8% | +0.6% | -3.1% |
| 6M | -13.6% | -18.4% | +4.8% | +0.7% |
| YTD | +12.5% | -4.7% | +17.2% | +14.6% |
| 1Y | +13.1% | +5.7% | +7.4% | +6.1% |
| 3Y | +154.7% | +104.0% | +50.8% | +40.9% |
| 5Y | +81.1% | +122.4% | -41.3% | -5.8% |
| 10Y | +1,418.0% | +285.4% | +1,132.6% | +366.5% |
| All | +1,418.0% | +294.4% | +1,123.6% | +366.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling