+120.2%
BKR vs XME
+421.4%
-301.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +0.1% |
| 7D | -7.0% | -4.2% | -2.8% | -4.2% |
| 30D | -8.1% | -2.7% | -5.4% | -6.7% |
| 3M | -6.6% | -3.9% | -2.7% | -5.1% |
| 6M | +0.9% | -1.0% | +1.8% | -1.1% |
| YTD | +31.1% | +9.8% | +21.3% | +18.0% |
| 1Y | +27.7% | +32.5% | -4.8% | -1.4% |
| 3Y | +71.2% | +124.3% | -53.1% | -12.3% |
| 5Y | +177.6% | +165.8% | +11.8% | +19.7% |
| All | +120.2% | +421.4% | -301.2% | -45.1% |
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