-35.6%
BAX vs XME
+270.2%
-305.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | +3.6% | -0.2% | +3.8% | +3.6% |
| 30D | +8.5% | -9.2% | +17.7% | +10.9% |
| 3M | -4.9% | -17.8% | +12.9% | -0.5% |
| 6M | +47.0% | -20.0% | +67.0% | +53.8% |
| YTD | +38.4% | -6.6% | +45.0% | +38.8% |
| 1Y | +49.1% | +1.8% | +47.4% | +46.1% |
| 3Y | -14.9% | +98.7% | -113.6% | -30.4% |
| 5Y | -63.1% | +123.9% | -187.0% | -71.2% |
| 10Y | -35.6% | +277.9% | -313.5% | -57.9% |
| All | -35.6% | +270.2% | -305.8% | -57.9% |
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