+259.3%
XME vs FIVE
+505.3%
-246.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.6% |
| 7D | +5.3% | +2.4% | +2.9% | +4.7% |
| 30D | -8.2% | +15.8% | -24.0% | -11.9% |
| 3M | -18.4% | +3.8% | -22.2% | -19.6% |
| 6M | -22.8% | +18.5% | -41.4% | -27.2% |
| YTD | -7.9% | +31.2% | -39.1% | -15.9% |
| 1Y | -0.9% | +61.8% | -62.7% | -14.6% |
| 3Y | +96.0% | +39.9% | +56.1% | +64.3% |
| 5Y | +110.3% | +18.3% | +92.0% | +78.5% |
| All | +259.3% | +505.3% | -246.1% | +86.1% |
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