+402.6%
XME vs EFV
+169.9%
+232.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -2.4% |
| 7D | -4.2% | -0.8% | -3.4% | -3.2% |
| 30D | -2.7% | +0.6% | -3.3% | -3.5% |
| 3M | -3.9% | +7.5% | -11.5% | -12.3% |
| 6M | -1.0% | +13.0% | -14.0% | -14.8% |
| YTD | +9.8% | +18.3% | -8.5% | -10.7% |
| 1Y | +32.5% | +26.7% | +5.8% | -1.0% |
| 3Y | +124.3% | +89.6% | +34.8% | +0.3% |
| 5Y | +165.8% | +98.2% | +67.6% | +13.5% |
| All | +402.6% | +169.9% | +232.7% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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