+32.5%
XME vs BNS
+49.3%
-16.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.3% |
| 3M | -3.9% | +14.1% | -18.0% | -14.3% |
| 6M | -1.0% | +33.8% | -34.8% | -23.3% |
| YTD | +9.8% | +29.5% | -19.6% | -12.2% |
| 1Y | +32.5% | +48.4% | -15.9% | -4.2% |
| All | +32.5% | +49.3% | -16.8% | -4.2% |
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