+261.1%
XME vs REPL
-6.0%
+267.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -0.1% | -3.0% | +2.9% | 0.0% |
| 30D | +6.0% | +27.1% | -21.1% | +4.7% |
| 3M | -7.7% | +52.4% | -60.1% | -11.5% |
| 6M | +1.0% | +107.4% | -106.5% | -9.8% |
| YTD | +14.6% | +54.7% | -40.1% | +4.1% |
| 1Y | +46.0% | +158.9% | -112.9% | +24.1% |
| 3Y | +127.0% | -23.7% | +150.7% | +84.7% |
| 5Y | +175.8% | -54.3% | +230.1% | +131.1% |
| All | +261.1% | -6.0% | +267.1% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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