+126.6%
XME vs RJF
+69.1%
+57.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.2% |
| 7D | -3.0% | -4.2% | +1.1% | -1.1% |
| 30D | -2.6% | -3.6% | +1.0% | -1.0% |
| 3M | +2.2% | +15.6% | -13.5% | -5.2% |
| 6M | +0.7% | +17.6% | -16.9% | -7.7% |
| YTD | +10.9% | +9.2% | +1.7% | +5.2% |
| 1Y | +35.7% | +5.5% | +30.2% | +30.6% |
| All | +126.6% | +69.1% | +57.5% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling