+277.9%
XME vs ES
+87.3%
+190.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -0.2% | +0.9% | -1.0% | -0.5% |
| 30D | -9.2% | +5.9% | -15.1% | -10.9% |
| 3M | -17.8% | -1.0% | -16.7% | -17.8% |
| 6M | -20.0% | +7.2% | -27.2% | -22.2% |
| YTD | -6.6% | +7.0% | -13.6% | -9.3% |
| 1Y | +1.8% | +0.5% | +1.3% | +0.3% |
| 3Y | +98.7% | +48.7% | +50.1% | +69.4% |
| 5Y | +123.9% | +1.9% | +122.0% | +115.2% |
| 10Y | +277.9% | +89.2% | +188.7% | +263.7% |
| All | +277.9% | +87.3% | +190.5% | +263.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling