+407.7%
XME vs BBWI
-57.7%
+465.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.4% |
| 7D | -3.0% | -8.0% | +5.0% | -1.4% |
| 30D | -2.6% | -6.6% | +4.0% | -1.7% |
| 3M | +2.2% | -2.7% | +4.9% | +1.6% |
| 6M | +0.7% | -12.8% | +13.5% | +1.7% |
| YTD | +10.9% | -10.5% | +21.4% | +10.6% |
| 1Y | +35.7% | -35.3% | +71.1% | +43.8% |
| 3Y | +127.1% | -47.7% | +174.9% | +142.5% |
| 5Y | +168.5% | -68.9% | +237.3% | +209.6% |
| All | +407.7% | -57.7% | +465.3% | +361.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling