-12.9%
XYL vs XME
-24.1%
+11.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.2% |
| 7D | -3.7% | +0.3% | -4.0% | -3.7% |
| 30D | -8.3% | -6.1% | -2.2% | -8.0% |
| 3M | -21.4% | -18.6% | -2.8% | -19.6% |
| 6M | -12.9% | -23.9% | +11.0% | -8.0% |
| All | -12.9% | -24.1% | +11.2% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling