-2.1%
XRT vs XME
+121.9%
-124.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +1.4% |
| 7D | +2.5% | +0.9% | +1.5% | +2.0% |
| 30D | +10.3% | -7.3% | +17.6% | +13.5% |
| 3M | +2.4% | -14.8% | +17.1% | +8.7% |
| 6M | +10.0% | -18.4% | +28.4% | +17.7% |
| YTD | +9.5% | -4.7% | +14.2% | +7.2% |
| 1Y | +17.2% | +5.7% | +11.5% | +8.4% |
| 3Y | +62.0% | +104.0% | -42.0% | +2.4% |
| 5Y | -2.1% | +122.4% | -124.5% | -43.1% |
| All | -2.1% | +121.9% | -124.0% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling