+86.9%
XME vs CAPR
+214.7%
-127.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.7% | -1.3% | +3.3% |
| 7D | -4.5% | +41.1% | -45.5% | -4.9% |
| 30D | -10.9% | +11.1% | -22.0% | -11.0% |
| 3M | -15.3% | +115.3% | -130.6% | -16.3% |
| 6M | -24.6% | -73.8% | +49.2% | -24.0% |
| YTD | -9.6% | -68.8% | +59.2% | -9.2% |
| 1Y | +2.9% | +43.3% | -40.4% | -1.2% |
| 3Y | +86.9% | +214.7% | -127.8% | +56.6% |
| All | +86.9% | +214.7% | -127.8% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling