+1,227.8%
BE vs XME
+183.2%
+1,044.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.1% |
| 7D | +23.9% | -0.2% | +24.2% | +24.3% |
| 30D | +27.8% | +1.4% | +26.4% | +25.2% |
| 3M | +3.7% | +2.7% | +1.0% | +1.1% |
| 6M | +78.0% | +6.5% | +71.4% | +65.7% |
| YTD | +209.9% | +15.2% | +194.7% | +168.7% |
| 1Y | +389.6% | +43.5% | +346.1% | +245.2% |
| 3Y | +1,730.6% | +135.9% | +1,594.7% | +645.4% |
| 5Y | +1,227.8% | +181.5% | +1,046.4% | +344.9% |
| All | +1,227.8% | +183.2% | +1,044.6% | +344.9% |
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 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