+46.0%
XME vs BNS
+52.2%
-6.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.1% |
| 7D | -0.1% | +1.5% | -1.6% | -1.3% |
| 30D | +6.0% | +6.0% | 0.0% | +1.2% |
| 3M | -7.7% | +16.3% | -24.1% | -19.0% |
| 6M | +1.0% | +28.8% | -27.8% | -19.4% |
| YTD | +14.6% | +30.0% | -15.3% | -8.5% |
| 1Y | +46.0% | +50.7% | -4.8% | +4.5% |
| All | +46.0% | +52.2% | -6.2% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling