+237.8%
XME vs RJF
+1,153.4%
-915.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.0% |
| 7D | -0.1% | -0.6% | +0.5% | +0.2% |
| 30D | +6.0% | -1.3% | +7.2% | +6.5% |
| 3M | -7.7% | +18.9% | -26.6% | -16.5% |
| 6M | +1.0% | +15.0% | -14.1% | -7.3% |
| YTD | +14.6% | +12.2% | +2.4% | +6.3% |
| 1Y | +46.0% | +5.6% | +40.3% | +39.5% |
| 3Y | +127.0% | +74.9% | +52.2% | +61.8% |
| 5Y | +175.8% | +106.6% | +69.2% | +76.6% |
| 10Y | +414.6% | +433.1% | -18.4% | +92.1% |
| All | +237.8% | +1,153.4% | -915.7% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling