+409.5%
XME vs CAPR
-77.1%
+486.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +1.2% |
| 7D | +3.6% | -9.5% | +13.1% | +3.8% |
| 30D | +3.6% | +121.5% | -117.9% | +1.4% |
| 3M | +1.2% | -65.4% | +66.6% | +2.0% |
| 6M | +9.0% | -67.5% | +76.6% | +10.0% |
| YTD | +15.9% | -68.6% | +84.5% | +16.9% |
| 1Y | +43.2% | +42.7% | +0.5% | +32.3% |
| 3Y | +137.4% | +43.4% | +94.0% | +109.9% |
| 5Y | +185.0% | +86.0% | +99.0% | +146.1% |
| 10Y | +409.5% | -77.4% | +486.9% | +328.8% |
| All | +409.5% | -77.1% | +486.6% | +328.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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