-0.7%
XRT vs XME
+179.6%
-180.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.6% |
| 7D | -0.3% | +3.6% | -3.9% | -1.8% |
| 30D | -5.6% | +3.6% | -9.3% | -7.3% |
| 3M | +2.5% | +1.2% | +1.3% | +1.2% |
| 6M | +3.7% | +9.0% | -5.4% | -2.2% |
| YTD | +1.0% | +15.9% | -15.0% | -8.5% |
| 1Y | -1.2% | +43.2% | -44.4% | -20.5% |
| 3Y | +43.4% | +137.4% | -94.0% | -13.6% |
| 5Y | -0.7% | +185.0% | -185.8% | -47.1% |
| All | -0.7% | +179.6% | -180.4% | -47.1% |
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