+132.2%
XRT vs XME
+266.4%
-134.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.9% |
| 7D | -0.4% | +5.3% | -5.8% | -2.9% |
| 30D | +7.5% | -8.2% | +15.7% | +11.4% |
| 3M | +2.3% | -18.4% | +20.7% | +11.6% |
| 6M | +12.8% | -22.8% | +35.7% | +24.9% |
| YTD | +7.1% | -7.9% | +14.9% | +6.7% |
| 1Y | +12.3% | -0.9% | +13.1% | +7.5% |
| 3Y | +57.0% | +96.0% | -38.9% | +2.4% |
| 5Y | -4.3% | +110.3% | -114.6% | -41.5% |
| All | +132.2% | +266.4% | -134.1% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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