+166.3%
XME vs TRU
-35.6%
+201.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | -4.2% | -2.7% | -1.5% | -3.5% |
| 30D | -2.7% | -2.0% | -0.7% | -2.4% |
| 3M | -3.9% | +18.4% | -22.4% | -9.5% |
| 6M | -1.0% | +8.9% | -9.8% | -4.9% |
| YTD | +9.8% | -8.9% | +18.8% | +10.3% |
| 1Y | +32.5% | -15.9% | +48.4% | +36.0% |
| 3Y | +124.3% | -1.1% | +125.4% | +112.2% |
| All | +166.3% | -35.6% | +201.9% | +181.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling