+124.8%
TROW vs XME
+421.4%
-296.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | -3.2% | -4.2% | +1.0% | -1.2% |
| 30D | -4.6% | -2.7% | -1.9% | -3.6% |
| 3M | -0.7% | -3.9% | +3.3% | +0.4% |
| 6M | +22.2% | -1.0% | +23.2% | +20.3% |
| YTD | +6.6% | +9.8% | -3.2% | -1.3% |
| 1Y | +5.8% | +32.5% | -26.7% | -12.1% |
| 3Y | +11.6% | +124.3% | -112.7% | -30.8% |
| 5Y | -38.9% | +165.8% | -204.7% | -66.2% |
| All | +124.8% | +421.4% | -296.5% | -19.1% |
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 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