+402.6%
XME vs RJF
+429.3%
-26.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.2% | -2.7% | -1.5% | -2.6% |
| 30D | -2.7% | -4.3% | +1.6% | -0.3% |
| 3M | -3.9% | +15.7% | -19.7% | -12.5% |
| 6M | -1.0% | +17.8% | -18.8% | -11.2% |
| YTD | +9.8% | +9.2% | +0.6% | +2.7% |
| 1Y | +32.5% | +2.8% | +29.8% | +28.3% |
| 3Y | +124.3% | +69.5% | +54.9% | +55.5% |
| 5Y | +165.8% | +105.9% | +59.9% | +58.9% |
| All | +402.6% | +429.3% | -26.7% | +65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling