+46.0%
XME vs RJF
+7.8%
+38.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -0.1% | -0.6% | +0.5% | +0.1% |
| 30D | +6.0% | -1.3% | +7.2% | +6.3% |
| 3M | -7.7% | +18.9% | -26.6% | -13.4% |
| 6M | +1.0% | +15.0% | -14.1% | -4.1% |
| YTD | +14.6% | +12.2% | +2.4% | +9.7% |
| 1Y | +46.0% | +5.6% | +40.3% | +38.5% |
| All | +46.0% | +7.8% | +38.1% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling