+181.5%
XME vs BB
-25.5%
+206.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -0.2% | +1.8% | -2.1% | -0.6% |
| 30D | +1.4% | -12.2% | +13.6% | +4.0% |
| 3M | +2.7% | -12.3% | +15.1% | +4.1% |
| 6M | +6.5% | +122.7% | -116.2% | -12.2% |
| YTD | +15.2% | +104.5% | -89.3% | -3.4% |
| 1Y | +43.5% | +106.7% | -63.2% | +19.2% |
| 3Y | +135.9% | +70.0% | +65.9% | +93.1% |
| 5Y | +181.5% | -27.8% | +209.2% | +165.1% |
| All | +181.5% | -25.5% | +206.9% | +165.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling