+1.8%
XME vs Z
-58.2%
+60.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -1.9% |
| 7D | +0.3% | +0.8% | -0.5% | +0.3% |
| 30D | -6.1% | +5.2% | -11.3% | -6.7% |
| 3M | -18.6% | -17.0% | -1.6% | -17.5% |
| 6M | -23.9% | -22.7% | -1.2% | -21.6% |
| YTD | -9.3% | -56.3% | +47.0% | +1.3% |
| 1Y | +1.8% | -57.7% | +59.4% | +13.8% |
| All | +1.8% | -58.2% | +60.0% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling