+477.1%
XME vs Z
+10.9%
+466.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.8% | +1.7% | +4.8% |
| 7D | +0.9% | -5.2% | +6.1% | +1.8% |
| 30D | -7.3% | +5.7% | -13.0% | -8.8% |
| 3M | -14.8% | -8.7% | -6.0% | -14.1% |
| 6M | -18.4% | -26.0% | +7.6% | -14.8% |
| YTD | -4.7% | -55.0% | +50.4% | +8.6% |
| 1Y | +5.7% | -58.0% | +63.7% | +21.9% |
| 3Y | +104.0% | -15.2% | +119.1% | +98.0% |
| 5Y | +122.4% | -53.8% | +176.2% | +131.3% |
| 10Y | +285.4% | -14.5% | +299.9% | +200.8% |
| All | +477.1% | +10.9% | +466.2% | +333.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling