-14.5%
XYL vs XME
+183.2%
-197.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.9% |
| 7D | +0.8% | -0.2% | +1.1% | +0.9% |
| 30D | -10.8% | +1.4% | -12.2% | -11.3% |
| 3M | -2.5% | +2.7% | -5.3% | -3.8% |
| 6M | -12.2% | +6.5% | -18.7% | -15.0% |
| YTD | -20.1% | +15.2% | -35.3% | -25.4% |
| 1Y | -20.6% | +43.5% | -64.2% | -32.4% |
| 3Y | +17.3% | +135.9% | -118.5% | -19.2% |
| 5Y | -14.5% | +181.5% | -195.9% | -45.4% |
| All | -14.5% | +183.2% | -197.7% | -45.4% |
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