+99.4%
XYL vs XME
+260.6%
-161.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.8% |
| 7D | -3.7% | +0.3% | -4.0% | -3.9% |
| 30D | -8.3% | -6.1% | -2.2% | -6.7% |
| 3M | -21.4% | -18.6% | -2.8% | -15.3% |
| 6M | -12.9% | -23.9% | +11.0% | -4.5% |
| YTD | -30.1% | -9.3% | -20.7% | -29.8% |
| 1Y | -35.2% | +1.8% | -36.9% | -38.4% |
| 3Y | -0.8% | +93.0% | -93.8% | -32.1% |
| 5Y | -23.2% | +107.0% | -130.2% | -51.2% |
| All | +99.4% | +260.6% | -161.2% | -16.8% |
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