+259.0%
XME vs FIVE
+868.1%
-609.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -1.1% |
| 7D | -0.1% | +4.3% | -4.4% | -1.2% |
| 30D | +6.0% | +12.5% | -6.5% | +2.7% |
| 3M | -7.7% | +31.2% | -39.0% | -14.1% |
| 6M | +1.0% | +14.4% | -13.4% | -3.5% |
| YTD | +14.6% | +33.9% | -19.3% | +5.3% |
| 1Y | +46.0% | +65.1% | -19.1% | +26.9% |
| 3Y | +127.0% | +49.0% | +78.0% | +89.8% |
| 5Y | +175.8% | +30.3% | +145.5% | +130.6% |
| 10Y | +414.6% | +481.1% | -66.5% | +190.5% |
| All | +259.0% | +868.1% | -609.2% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling