+239.4%
XME vs BG
+263.5%
-24.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -0.2% | +0.5% | -0.7% | -0.6% |
| 30D | +1.4% | +10.3% | -8.9% | -4.7% |
| 3M | +2.7% | -1.9% | +4.6% | +2.5% |
| 6M | +6.5% | +5.2% | +1.3% | +1.3% |
| YTD | +15.2% | +41.2% | -26.0% | -8.0% |
| 1Y | +43.5% | +50.5% | -7.0% | +8.7% |
| 3Y | +135.9% | +19.9% | +116.0% | +97.0% |
| 5Y | +181.5% | +86.7% | +94.7% | +72.8% |
| 10Y | +436.9% | +167.5% | +269.4% | +133.5% |
| All | +239.4% | +263.5% | -24.1% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling