+407.7%
XME vs USFR
+28.0%
+379.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -2.6% | +0.3% | -2.9% | -2.8% |
| 3M | +2.2% | +1.0% | +1.2% | +1.4% |
| 6M | +0.7% | +1.9% | -1.2% | -0.9% |
| YTD | +10.9% | +2.7% | +8.2% | +8.3% |
| 1Y | +35.7% | +4.0% | +31.7% | +31.0% |
| 3Y | +127.1% | +14.1% | +113.1% | +103.5% |
| 5Y | +168.5% | +20.5% | +148.0% | +127.1% |
| All | +407.7% | +28.0% | +379.6% | +301.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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