+451.3%
XME vs RUN
-33.9%
+485.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | +0.3% | -13.5% | +13.8% | +2.3% |
| 30D | -6.1% | +18.3% | -24.4% | -8.9% |
| 3M | -18.6% | -12.5% | -6.1% | -17.7% |
| 6M | -23.9% | -40.3% | +16.4% | -19.2% |
| YTD | -9.3% | -53.1% | +43.8% | -2.7% |
| 1Y | +1.8% | -54.3% | +56.0% | +9.4% |
| 3Y | +93.0% | -6.5% | +99.5% | +58.5% |
| 5Y | +107.0% | -85.3% | +192.3% | +111.0% |
| 10Y | +266.9% | +68.9% | +198.1% | +129.5% |
| All | +451.3% | -33.9% | +485.2% | +255.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling