+402.6%
XME vs TRU
+147.2%
+255.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | -4.2% | -2.7% | -1.5% | -3.3% |
| 30D | -2.7% | -2.0% | -0.7% | -2.3% |
| 3M | -3.9% | +18.4% | -22.4% | -11.0% |
| 6M | -1.0% | +8.9% | -9.8% | -6.1% |
| YTD | +9.8% | -8.9% | +18.8% | +10.0% |
| 1Y | +32.5% | -15.9% | +48.4% | +36.1% |
| 3Y | +124.3% | -1.1% | +125.4% | +103.9% |
| 5Y | +165.8% | -35.2% | +201.0% | +186.1% |
| All | +402.6% | +147.2% | +255.5% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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