+402.6%
XME vs RUN
+42.2%
+360.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -4.2% | -3.7% | -0.5% | -3.7% |
| 30D | -2.7% | -13.0% | +10.3% | -0.7% |
| 3M | -3.9% | -31.8% | +27.9% | +1.1% |
| 6M | -1.0% | -32.2% | +31.2% | +3.8% |
| YTD | +9.8% | -53.5% | +63.3% | +19.3% |
| 1Y | +32.5% | -46.5% | +79.1% | +40.0% |
| 3Y | +124.3% | -37.6% | +162.0% | +93.6% |
| 5Y | +165.8% | -80.9% | +246.7% | +159.6% |
| All | +402.6% | +42.2% | +360.4% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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