+253.9%
XLI vs XME
+421.4%
-167.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | -1.7% | -4.2% | +2.6% | +0.1% |
| 30D | -7.3% | -2.7% | -4.6% | -6.4% |
| 3M | -1.3% | -3.9% | +2.6% | -0.3% |
| 6M | +2.2% | -1.0% | +3.2% | +1.2% |
| YTD | +11.7% | +9.8% | +1.9% | +5.0% |
| 1Y | +14.3% | +32.5% | -18.3% | -2.1% |
| 3Y | +70.3% | +124.3% | -54.0% | +12.6% |
| 5Y | +82.3% | +165.8% | -83.5% | +6.9% |
| All | +253.9% | +421.4% | -167.5% | +37.6% |
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