+445.2%
XME vs TRU
+228.6%
+216.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +2.1% |
| 7D | +3.6% | -7.2% | +10.8% | +6.3% |
| 30D | +3.6% | -2.8% | +6.5% | +4.4% |
| 3M | +1.2% | +13.0% | -11.8% | -4.8% |
| 6M | +9.0% | +0.7% | +8.4% | +6.4% |
| YTD | +15.9% | -9.0% | +24.9% | +16.1% |
| 1Y | +43.2% | -16.3% | +59.5% | +47.2% |
| 3Y | +137.4% | -1.1% | +138.4% | +115.1% |
| 5Y | +185.0% | -36.0% | +221.1% | +207.1% |
| 10Y | +409.5% | +139.9% | +269.6% | +200.7% |
| All | +445.2% | +228.6% | +216.6% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling