+170.7%
XLE vs XME
+401.9%
-231.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.5% |
| 7D | 0.0% | +3.6% | -3.6% | -1.9% |
| 30D | +12.6% | +3.6% | +9.0% | +10.0% |
| 3M | +11.8% | +1.2% | +10.6% | +9.3% |
| 6M | +16.1% | +9.0% | +7.0% | +6.3% |
| YTD | +46.9% | +15.9% | +30.9% | +27.9% |
| 1Y | +53.3% | +43.2% | +10.1% | +14.9% |
| 3Y | +54.9% | +137.4% | -82.5% | -19.3% |
| 5Y | +225.7% | +185.0% | +40.6% | +42.7% |
| 10Y | +170.7% | +409.5% | -238.8% | -28.4% |
| All | +170.7% | +401.9% | -231.3% | -28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling