+261.8%
XME vs USFR
+27.5%
+234.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +6.0% | +0.3% | +5.7% | +5.7% |
| 3M | -7.7% | +1.0% | -8.7% | -8.5% |
| 6M | +1.0% | +1.9% | -1.0% | -0.6% |
| YTD | +14.6% | +2.6% | +12.0% | +12.2% |
| 1Y | +46.0% | +4.0% | +41.9% | +41.3% |
| 3Y | +127.0% | +14.1% | +112.9% | +104.0% |
| 5Y | +175.8% | +20.4% | +155.4% | +136.8% |
| 10Y | +414.6% | +28.0% | +386.6% | +319.6% |
| All | +261.8% | +27.5% | +234.2% | +189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling