+536.2%
XRT vs XME
+175.1%
+361.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.0% |
| 7D | -0.4% | +5.3% | -5.8% | -2.6% |
| 30D | +7.5% | -8.2% | +15.7% | +10.9% |
| 3M | +2.3% | -18.4% | +20.7% | +10.2% |
| 6M | +12.8% | -22.8% | +35.7% | +23.1% |
| YTD | +7.1% | -7.9% | +14.9% | +7.4% |
| 1Y | +12.3% | -0.9% | +13.1% | +9.0% |
| 3Y | +57.0% | +96.0% | -38.9% | +12.8% |
| 5Y | -4.3% | +110.3% | -114.6% | -34.2% |
| 10Y | +136.7% | +272.8% | -136.2% | +23.1% |
| All | +536.2% | +175.1% | +361.2% | +189.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling