+109.3%
XME vs FIVE
+14.2%
+95.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.2% |
| 3M | -15.3% | +4.0% | -19.2% | -16.3% |
| 6M | -24.6% | +2.6% | -27.2% | -25.8% |
| YTD | -9.6% | +27.6% | -37.2% | -15.7% |
| 1Y | +2.9% | +59.9% | -57.0% | -8.8% |
| 3Y | +86.9% | +35.8% | +51.1% | +64.9% |
| All | +109.3% | +14.2% | +95.1% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling