+6.7%
XME vs ES
-1.6%
+8.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.0% |
| 7D | -5.5% | +5.3% | -10.8% | -5.5% |
| 30D | -11.1% | +8.9% | -20.0% | -11.3% |
| 3M | -11.1% | -1.9% | -9.2% | -10.9% |
| 6M | -18.0% | +3.9% | -21.9% | -18.5% |
| YTD | -7.4% | +8.3% | -15.6% | -8.2% |
| 1Y | +6.7% | -0.1% | +6.8% | +6.5% |
| All | +6.7% | -1.6% | +8.3% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling