-65.6%
XE vs MKTX
+2.4%
-68.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | 0.0% | -8.4% | -8.5% |
| 7D | -12.9% | +0.5% | -13.4% | -13.0% |
| 30D | -30.3% | +1.0% | -31.2% | -30.4% |
| 3M | -45.9% | +2.5% | -48.4% | -46.2% |
| 6M | -66.2% | +8.0% | -74.3% | -78.8% |
| All | -65.6% | +2.4% | -68.0% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling