+409.5%
XME vs FIVE
+475.1%
-65.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +3.6% | +3.7% | -0.1% | +2.5% |
| 30D | +3.6% | +4.0% | -0.3% | +2.3% |
| 3M | +1.2% | +36.2% | -35.0% | -7.5% |
| 6M | +9.0% | +18.0% | -9.0% | +2.8% |
| YTD | +15.9% | +34.9% | -19.0% | +5.2% |
| 1Y | +43.2% | +67.9% | -24.7% | +22.0% |
| 3Y | +137.4% | +57.3% | +80.1% | +91.9% |
| 5Y | +185.0% | +39.5% | +145.5% | +129.1% |
| 10Y | +409.5% | +496.4% | -86.9% | +158.3% |
| All | +409.5% | +475.1% | -65.6% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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