+402.6%
XME vs BNS
+188.9%
+213.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.5% |
| 7D | -4.2% | -0.4% | -3.8% | -4.0% |
| 30D | -2.7% | +3.5% | -6.2% | -5.7% |
| 3M | -3.9% | +14.1% | -18.0% | -14.2% |
| 6M | -1.0% | +33.8% | -34.8% | -22.2% |
| YTD | +9.8% | +29.5% | -19.6% | -11.5% |
| 1Y | +32.5% | +48.4% | -15.9% | -4.5% |
| 3Y | +124.3% | +129.6% | -5.3% | +11.0% |
| 5Y | +165.8% | +96.1% | +69.7% | +49.7% |
| All | +402.6% | +188.9% | +213.7% | +117.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling