+149.9%
XLE vs XME
+110.8%
+39.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -1.2% |
| 7D | -12.0% | -4.5% | -7.5% | -10.6% |
| 30D | -2.7% | -10.9% | +8.1% | +1.1% |
| 3M | +6.6% | -15.3% | +21.8% | +12.2% |
| 6M | +9.5% | -24.6% | +34.2% | +19.5% |
| YTD | +40.6% | -9.6% | +50.2% | +38.7% |
| 1Y | +43.6% | +2.9% | +40.7% | +32.4% |
| 3Y | +58.1% | +86.9% | -28.8% | +1.6% |
| All | +149.9% | +110.8% | +39.1% | +48.0% |
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 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