+175.4%
XME vs FIVE
+31.2%
+144.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -1.0% |
| 7D | -0.1% | +4.3% | -4.4% | -1.1% |
| 30D | +6.0% | +12.5% | -6.5% | +3.0% |
| 3M | -7.7% | +31.2% | -39.0% | -13.5% |
| 6M | +1.0% | +14.4% | -13.4% | -3.0% |
| YTD | +14.6% | +33.9% | -19.3% | +6.1% |
| 1Y | +46.0% | +65.1% | -19.1% | +28.5% |
| 3Y | +127.0% | +49.0% | +78.0% | +95.5% |
| All | +175.4% | +31.2% | +144.2% | +135.6% |
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