+436.9%
XME vs COO
+36.7%
+400.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.2% | +5.6% | +1.9% |
| 7D | -0.2% | -9.0% | +8.7% | +3.5% |
| 30D | +1.4% | -16.8% | +18.2% | +9.1% |
| 3M | +2.7% | -7.5% | +10.2% | +5.2% |
| 6M | +6.5% | -16.3% | +22.8% | +13.2% |
| YTD | +15.2% | -22.5% | +37.7% | +26.6% |
| 1Y | +43.5% | -7.0% | +50.5% | +45.0% |
| 3Y | +135.9% | -27.5% | +163.3% | +156.4% |
| 5Y | +181.5% | -43.3% | +224.8% | +235.3% |
| 10Y | +436.9% | +37.6% | +399.3% | +389.4% |
| All | +436.9% | +36.7% | +400.1% | +389.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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