+43.2%
XLB vs XME
+93.2%
-49.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +5.2% | -6.1% | +11.3% | +7.3% |
| 3M | +0.3% | -18.6% | +18.9% | +7.6% |
| 6M | +1.2% | -23.9% | +25.1% | +10.7% |
| YTD | +16.6% | -9.3% | +26.0% | +17.9% |
| 1Y | +21.4% | +1.8% | +19.7% | +16.9% |
| 3Y | +43.2% | +93.0% | -49.8% | -0.2% |
| All | +43.2% | +93.2% | -49.9% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling