+513.3%
XRT vs XME
+242.3%
+271.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | -4.2% | +6.0% | -10.2% | -6.7% |
| 3M | +5.1% | -7.7% | +12.8% | +7.5% |
| 6M | +2.4% | +1.0% | +1.5% | +0.3% |
| YTD | +3.2% | +14.6% | -11.4% | -4.7% |
| 1Y | +1.5% | +46.0% | -44.4% | -15.9% |
| 3Y | +40.6% | +127.0% | -86.5% | -4.2% |
| 5Y | -1.0% | +175.8% | -176.8% | -38.8% |
| 10Y | +128.4% | +414.6% | -286.2% | +4.8% |
| All | +513.3% | +242.3% | +271.0% | +156.6% |
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