+402.6%
XME vs DTE
+137.8%
+264.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.4% |
| 7D | -4.2% | -2.6% | -1.6% | -3.0% |
| 30D | -2.7% | -4.4% | +1.7% | -0.6% |
| 3M | -3.9% | -8.3% | +4.4% | -0.2% |
| 6M | -1.0% | -8.1% | +7.1% | +2.3% |
| YTD | +9.8% | +4.4% | +5.4% | +6.1% |
| 1Y | +32.5% | +0.2% | +32.4% | +30.7% |
| 3Y | +124.3% | +42.6% | +81.7% | +80.7% |
| 5Y | +165.8% | +31.5% | +134.3% | +122.4% |
| All | +402.6% | +137.8% | +264.8% | +214.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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