+181.5%
XME vs RGEN
-44.3%
+225.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | -0.2% |
| 7D | -0.2% | -4.6% | +4.3% | +0.8% |
| 30D | +1.4% | +1.2% | +0.3% | +1.1% |
| 3M | +2.7% | +26.8% | -24.1% | -2.7% |
| 6M | +6.5% | +29.1% | -22.5% | -0.1% |
| YTD | +15.2% | +0.7% | +14.5% | +13.8% |
| 1Y | +43.5% | +39.1% | +4.4% | +32.2% |
| 3Y | +135.9% | +2.2% | +133.6% | +123.1% |
| 5Y | +181.5% | -44.0% | +225.4% | +153.5% |
| All | +181.5% | -44.3% | +225.7% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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