+141.9%
XYL vs XME
+426.6%
-284.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | +0.5% |
| 7D | -1.2% | -3.0% | +1.8% | 0.0% |
| 30D | -13.2% | -2.6% | -10.6% | -12.4% |
| 3M | -0.2% | +2.2% | -2.3% | -1.9% |
| 6M | -12.5% | +0.7% | -13.2% | -14.1% |
| YTD | -20.9% | +10.9% | -31.8% | -26.3% |
| 1Y | -21.6% | +35.7% | -57.3% | -33.9% |
| 3Y | +16.1% | +127.1% | -111.0% | -24.7% |
| 5Y | -15.6% | +168.5% | -184.1% | -51.6% |
| All | +141.9% | +426.6% | -284.7% | -10.0% |
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