+680.6%
XLV vs XME
+231.2%
+449.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.2% | +0.2% |
| 7D | -4.4% | -3.0% | -1.3% | -3.8% |
| 30D | -1.4% | -2.6% | +1.2% | -1.0% |
| 3M | +8.9% | +2.2% | +6.7% | +7.9% |
| 6M | +9.1% | +0.7% | +8.4% | +7.9% |
| YTD | +7.9% | +10.9% | -3.0% | +4.1% |
| 1Y | +22.7% | +35.7% | -13.0% | +12.7% |
| 3Y | +31.9% | +127.1% | -95.2% | +6.4% |
| 5Y | +34.9% | +168.5% | -133.6% | +2.6% |
| 10Y | +173.9% | +416.9% | -243.1% | +70.9% |
| All | +680.6% | +231.2% | +449.3% | +363.3% |
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