+285.4%
XME vs FIVE
+596.6%
-311.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.6% | -0.1% | +4.0% |
| 7D | +0.9% | +6.2% | -5.2% | -0.7% |
| 30D | -7.3% | +18.2% | -25.5% | -11.5% |
| 3M | -14.8% | +3.8% | -18.6% | -16.1% |
| 6M | -18.4% | +13.7% | -32.1% | -22.2% |
| YTD | -4.7% | +34.7% | -39.4% | -13.6% |
| 1Y | +5.7% | +66.6% | -60.9% | -9.7% |
| 3Y | +104.0% | +44.3% | +59.7% | +69.6% |
| 5Y | +122.4% | +18.8% | +103.7% | +88.8% |
| 10Y | +285.4% | +569.2% | -283.8% | +95.2% |
| All | +285.4% | +596.6% | -311.2% | +95.2% |
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