+30.8%
BIL vs XME
+94.7%
-63.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | 0.0% |
| 7D | +0.1% | +1.5% | -1.4% | +0.1% |
| 30D | 0.0% | -7.3% | +7.3% | 0.0% |
| 3M | +0.6% | -17.4% | +18.0% | +0.6% |
| 6M | +1.5% | -21.8% | +23.3% | +1.5% |
| YTD | +2.8% | -6.0% | +8.8% | +2.8% |
| 1Y | +3.3% | +3.8% | -0.4% | +3.4% |
| 3Y | +13.4% | +100.0% | -86.6% | +13.5% |
| 5Y | +19.8% | +116.1% | -96.2% | +20.0% |
| 10Y | +25.7% | +280.6% | -254.9% | +26.1% |
| All | +30.8% | +94.7% | -63.9% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling