+166.3%
XME vs ES
+589.4%
-423.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.9% | +6.2% | +4.9% |
| 7D | -4.5% | +1.9% | -6.3% | -5.6% |
| 30D | -10.9% | +7.1% | -17.9% | -14.4% |
| 3M | -15.3% | -1.9% | -13.3% | -14.9% |
| 6M | -24.6% | +4.4% | -29.0% | -27.3% |
| YTD | -9.6% | +7.3% | -16.9% | -14.6% |
| 1Y | +2.9% | +2.1% | +0.8% | -0.9% |
| 3Y | +86.9% | +41.8% | +45.1% | +43.5% |
| 5Y | +115.2% | +1.4% | +113.7% | +97.5% |
| 10Y | +305.7% | +86.8% | +219.0% | +108.6% |
| All | +166.3% | +589.4% | -423.2% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling