+237.8%
XME vs EFV
+203.2%
+34.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.4% |
| 7D | -0.1% | +1.5% | -1.6% | -1.9% |
| 30D | +6.0% | +1.7% | +4.2% | +3.8% |
| 3M | -7.7% | +8.6% | -16.4% | -16.3% |
| 6M | +1.0% | +11.7% | -10.7% | -11.3% |
| YTD | +14.6% | +19.3% | -4.6% | -7.0% |
| 1Y | +46.0% | +30.2% | +15.7% | +6.6% |
| 3Y | +127.0% | +91.6% | +35.4% | +3.3% |
| 5Y | +175.8% | +96.4% | +79.4% | +23.6% |
| 10Y | +414.6% | +166.5% | +248.2% | +65.2% |
| All | +237.8% | +203.2% | +34.6% | -5.5% |
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