+280.6%
XME vs ES
+92.3%
+188.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | -7.3% | +6.7% | -14.0% | -9.2% |
| 3M | -17.4% | +0.3% | -17.8% | -17.8% |
| 6M | -21.8% | +7.4% | -29.2% | -23.9% |
| YTD | -6.0% | +8.4% | -14.4% | -9.0% |
| 1Y | +3.8% | +0.6% | +3.1% | +2.3% |
| 3Y | +100.0% | +50.6% | +49.4% | +69.9% |
| 5Y | +116.1% | +4.8% | +111.2% | +106.1% |
| 10Y | +280.6% | +93.1% | +187.5% | +265.7% |
| All | +280.6% | +92.3% | +188.3% | +265.7% |
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