+237.8%
XME vs BB
-63.6%
+301.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.1% | -5.6% | +5.5% | +1.2% |
| 30D | +6.0% | -11.8% | +17.8% | +8.8% |
| 3M | -7.7% | -25.5% | +17.8% | -2.7% |
| 6M | +1.0% | +121.3% | -120.3% | -17.9% |
| YTD | +14.6% | +103.2% | -88.5% | -5.0% |
| 1Y | +46.0% | +102.6% | -56.7% | +20.1% |
| 3Y | +127.0% | +37.5% | +89.5% | +90.3% |
| 5Y | +175.8% | -30.4% | +206.2% | +157.9% |
| 10Y | +414.6% | 0.0% | +414.6% | +231.3% |
| All | +237.8% | -63.6% | +301.3% | +175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling