+133.6%
XLC vs XME
+187.1%
-53.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.3% |
| 7D | +3.1% | +5.3% | -2.3% | +1.3% |
| 30D | -4.2% | -8.2% | +4.0% | -1.8% |
| 3M | -2.1% | -18.4% | +16.3% | +3.8% |
| 6M | -6.6% | -22.8% | +16.2% | +0.1% |
| YTD | -7.8% | -7.9% | +0.1% | -8.2% |
| 1Y | -4.1% | -0.9% | -3.2% | -7.2% |
| 3Y | +62.6% | +96.0% | -33.3% | +19.1% |
| 5Y | +39.6% | +110.3% | -70.7% | -2.7% |
| All | +133.6% | +187.1% | -53.5% | +28.0% |
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