+133.5%
XME vs Z
-32.8%
+166.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | -0.1% | -3.0% | +2.9% | +0.4% |
| 30D | +6.0% | -4.2% | +10.2% | +6.5% |
| 3M | -7.7% | -3.7% | -4.0% | -7.5% |
| 6M | +1.0% | -24.5% | +25.5% | +5.5% |
| YTD | +14.6% | -49.3% | +63.9% | +28.5% |
| 1Y | +46.0% | -58.7% | +104.6% | +69.7% |
| All | +133.5% | -32.8% | +166.3% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling