+167.1%
XME vs BB
-57.9%
+225.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.0% |
| 7D | +0.3% | +1.8% | -1.5% | -0.1% |
| 30D | -6.1% | +8.1% | -14.3% | -8.1% |
| 3M | -18.6% | -1.0% | -17.6% | -19.2% |
| 6M | -23.9% | +45.9% | -69.8% | -31.9% |
| YTD | -9.3% | +134.8% | -144.2% | -27.9% |
| 1Y | +1.8% | +104.6% | -102.8% | -16.8% |
| 3Y | +93.0% | +152.8% | -59.8% | +41.0% |
| 5Y | +107.0% | -17.4% | +124.4% | +86.0% |
| 10Y | +266.9% | +22.4% | +244.5% | +123.0% |
| All | +167.1% | -57.9% | +225.0% | +109.5% |
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