+171.4%
XME vs BB
-56.8%
+228.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +0.9% | -1.4% |
| 7D | +5.3% | +9.0% | -3.6% | +3.4% |
| 30D | -8.2% | +7.7% | -15.9% | -10.1% |
| 3M | -18.4% | +4.0% | -22.4% | -19.9% |
| 6M | -22.8% | +46.6% | -69.5% | -31.1% |
| YTD | -7.9% | +140.6% | -148.5% | -27.1% |
| 1Y | -0.9% | +103.1% | -104.0% | -18.8% |
| 3Y | +96.0% | +150.5% | -54.6% | +43.5% |
| 5Y | +110.3% | -15.4% | +125.7% | +88.0% |
| 10Y | +272.8% | +25.4% | +247.4% | +125.4% |
| All | +171.4% | -56.8% | +228.2% | +111.7% |
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