+167.1%
XME vs EFV
+195.0%
-27.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -2.0% |
| 7D | +0.3% | +2.5% | -2.2% | -2.7% |
| 30D | -6.1% | +2.9% | -9.0% | -9.5% |
| 3M | -18.6% | -1.4% | -17.2% | -17.2% |
| 6M | -23.9% | +5.5% | -29.4% | -28.5% |
| YTD | -9.3% | +16.1% | -25.4% | -24.0% |
| 1Y | +1.8% | +20.3% | -18.5% | -18.3% |
| 3Y | +93.0% | +90.4% | +2.6% | -11.6% |
| 5Y | +107.0% | +93.5% | +13.5% | -5.7% |
| 10Y | +266.9% | +161.5% | +105.4% | +20.2% |
| All | +167.1% | +195.0% | -27.9% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling