+6.7%
XME vs BB
+88.0%
-81.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.0% | -8.0% | -2.2% |
| 7D | -5.5% | -6.8% | +1.4% | -4.3% |
| 30D | -11.1% | -3.5% | -7.6% | -10.8% |
| 3M | -11.1% | -1.2% | -9.9% | -11.5% |
| 6M | -18.0% | +57.0% | -75.0% | -23.7% |
| YTD | -7.4% | +131.1% | -138.5% | -19.5% |
| 1Y | +6.7% | +87.6% | -80.9% | -3.0% |
| All | +6.7% | +88.0% | -81.3% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling