+1,073.3%
XBI vs XME
+244.0%
+829.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.3% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | +0.9% | +1.4% | -0.5% | +0.3% |
| 3M | +21.4% | +2.7% | +18.7% | +19.7% |
| 6M | +25.5% | +6.5% | +19.0% | +21.4% |
| YTD | +30.8% | +15.2% | +15.7% | +22.2% |
| 1Y | +68.6% | +43.5% | +25.1% | +43.8% |
| 3Y | +103.9% | +135.9% | -31.9% | +42.2% |
| 5Y | +20.8% | +181.5% | -160.7% | -22.7% |
| 10Y | +164.0% | +436.9% | -272.9% | +27.4% |
| All | +1,073.3% | +244.0% | +829.3% | +427.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling