+86.9%
XME vs FIVE
+34.8%
+52.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +3.4% |
| 7D | -4.5% | -0.3% | -4.2% | -4.4% |
| 30D | -10.9% | +17.7% | -28.5% | -13.5% |
| 3M | -15.3% | +4.0% | -19.2% | -16.1% |
| 6M | -24.6% | +2.6% | -27.2% | -25.5% |
| YTD | -9.6% | +27.6% | -37.2% | -14.3% |
| 1Y | +2.9% | +59.9% | -57.0% | -6.1% |
| 3Y | +86.9% | +35.8% | +51.1% | +55.2% |
| All | +86.9% | +34.8% | +52.1% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling