+58.1%
XLE vs XME
+84.7%
-26.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.7% |
| 7D | -12.0% | -4.5% | -7.5% | -11.2% |
| 30D | -2.7% | -10.9% | +8.1% | -0.6% |
| 3M | +6.6% | -15.3% | +21.8% | +9.7% |
| 6M | +9.5% | -24.6% | +34.2% | +15.7% |
| YTD | +40.6% | -9.6% | +50.2% | +37.9% |
| 1Y | +43.6% | +2.9% | +40.7% | +33.7% |
| 3Y | +58.1% | +86.9% | -28.8% | +6.7% |
| All | +58.1% | +84.7% | -26.6% | +6.7% |
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