+518.1%
BE vs XME
+120.6%
+397.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.7% | +12.3% | +12.2% |
| 7D | +4.5% | +1.5% | +3.0% | +4.0% |
| 30D | -20.1% | -7.3% | -12.9% | -10.9% |
| 3M | -0.8% | -17.4% | +16.6% | +26.2% |
| 6M | -26.2% | -21.8% | -4.4% | +1.1% |
| YTD | +141.1% | -6.0% | +147.0% | +171.0% |
| 1Y | +64.8% | +3.8% | +61.1% | +69.8% |
| 3Y | +1,887.4% | +100.0% | +1,787.4% | +912.3% |
| 5Y | +518.1% | +116.1% | +402.0% | +179.6% |
| All | +518.1% | +120.6% | +397.5% | +179.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling