+1,003.0%
BE vs XME
+236.4%
+766.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.0% | +7.7% | +7.8% |
| 7D | +9.0% | -4.2% | +13.3% | +14.3% |
| 30D | +16.3% | -2.7% | +19.0% | +19.4% |
| 3M | +10.8% | -3.9% | +14.7% | +16.4% |
| 6M | +73.2% | -1.0% | +74.2% | +76.3% |
| YTD | +217.4% | +9.8% | +207.5% | +194.3% |
| 1Y | +309.8% | +32.5% | +277.2% | +221.6% |
| 3Y | +1,726.2% | +124.3% | +1,601.8% | +736.8% |
| 5Y | +1,306.2% | +165.8% | +1,140.4% | +450.1% |
| All | +1,003.0% | +236.4% | +766.6% | +165.9% |
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