+237.8%
XME vs ES
+593.2%
-355.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -0.1% | +0.3% | -0.4% | -0.3% |
| 30D | +6.0% | -2.0% | +7.9% | +6.9% |
| 3M | -7.7% | +1.7% | -9.4% | -9.2% |
| 6M | +1.0% | -3.5% | +4.5% | +1.9% |
| YTD | +14.6% | +7.9% | +6.7% | +8.5% |
| 1Y | +46.0% | +17.2% | +28.8% | +30.4% |
| 3Y | +127.0% | +29.3% | +97.7% | +84.3% |
| 5Y | +175.8% | -5.7% | +181.6% | +165.3% |
| 10Y | +414.6% | +85.2% | +329.4% | +168.6% |
| All | +237.8% | +593.2% | -355.4% | -45.7% |
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 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