+1.8%
XME vs FIVE
+62.4%
-60.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +0.3% | +2.7% | -2.3% | -0.3% |
| 30D | -6.1% | +12.7% | -18.8% | -8.5% |
| 3M | -18.6% | +2.1% | -20.7% | -19.2% |
| 6M | -23.9% | +17.5% | -41.4% | -27.6% |
| YTD | -9.3% | +31.0% | -40.3% | -17.7% |
| 1Y | +1.8% | +67.7% | -66.0% | -16.9% |
| All | +1.8% | +62.4% | -60.7% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling