+343.2%
XLE vs XME
+242.3%
+100.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +11.8% | +6.0% | +5.8% | +7.5% |
| 3M | +9.8% | -7.7% | +17.6% | +12.8% |
| 6M | +15.6% | +1.0% | +14.6% | +10.4% |
| YTD | +45.3% | +14.6% | +30.6% | +27.4% |
| 1Y | +48.3% | +46.0% | +2.4% | +10.7% |
| 3Y | +55.4% | +127.0% | -71.6% | -13.8% |
| 5Y | +216.1% | +175.8% | +40.3% | +50.5% |
| 10Y | +178.4% | +414.6% | -236.2% | -12.9% |
| All | +343.2% | +242.3% | +100.8% | +40.8% |
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