+402.6%
XME vs BG
+166.7%
+235.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.2% |
| 7D | -4.2% | +3.1% | -7.3% | -5.6% |
| 30D | -2.7% | +10.2% | -12.9% | -7.2% |
| 3M | -3.9% | -1.7% | -2.2% | -4.0% |
| 6M | -1.0% | +1.0% | -2.0% | -2.8% |
| YTD | +9.8% | +39.9% | -30.1% | -7.2% |
| 1Y | +32.5% | +53.2% | -20.7% | +6.2% |
| 3Y | +124.3% | +16.3% | +108.1% | +100.1% |
| 5Y | +165.8% | +83.9% | +81.9% | +84.9% |
| All | +402.6% | +166.7% | +235.9% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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