+432.8%
XYL vs XME
+191.9%
+240.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | -13.2% | +6.0% | -19.2% | -15.4% |
| 3M | -3.7% | -7.7% | +4.0% | -1.5% |
| 6M | -17.7% | +1.0% | -18.6% | -19.2% |
| YTD | -21.5% | +14.6% | -36.2% | -27.4% |
| 1Y | -24.5% | +46.0% | -70.4% | -37.3% |
| 3Y | +6.9% | +127.0% | -120.1% | -27.5% |
| 5Y | -18.1% | +175.8% | -193.9% | -50.5% |
| 10Y | +134.7% | +414.6% | -279.9% | +1.1% |
| All | +432.8% | +191.9% | +240.9% | +165.3% |
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