+39.3%
XLC vs XME
+167.8%
-128.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.7% |
| 7D | -1.7% | -3.0% | +1.4% | -0.8% |
| 30D | +0.2% | -2.6% | +2.8% | +0.8% |
| 3M | +0.7% | +2.2% | -1.4% | -0.5% |
| 6M | -4.5% | +0.7% | -5.2% | -5.9% |
| YTD | -4.7% | +10.9% | -15.6% | -9.9% |
| 1Y | -1.5% | +35.7% | -37.2% | -14.1% |
| 3Y | +72.2% | +127.1% | -54.9% | +20.9% |
| 5Y | +39.3% | +168.5% | -129.2% | -9.2% |
| All | +39.3% | +167.8% | -128.5% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling