-36.9%
BAX vs XME
+412.4%
-449.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -12.2% | +1.4% | -13.6% | -12.6% |
| 3M | +21.8% | +2.7% | +19.1% | +20.4% |
| 6M | +36.3% | +6.5% | +29.8% | +32.9% |
| YTD | +27.8% | +15.2% | +12.6% | +22.0% |
| 1Y | -0.1% | +43.5% | -43.6% | -10.1% |
| 3Y | -33.3% | +135.9% | -169.2% | -47.6% |
| 5Y | -67.1% | +181.5% | -248.5% | -75.7% |
| 10Y | -36.9% | +436.9% | -473.8% | -62.7% |
| All | -36.9% | +412.4% | -449.3% | -62.7% |
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