+139.2%
XME vs BOXX
+18.4%
+120.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -3.0% | 0.0% | -3.1% | -3.0% |
| 30D | -2.6% | +0.3% | -2.9% | -2.4% |
| 3M | +2.2% | +1.0% | +1.2% | +2.3% |
| 6M | +0.7% | +1.9% | -1.2% | +0.5% |
| YTD | +10.9% | +2.6% | +8.3% | +10.6% |
| 1Y | +35.7% | +4.0% | +31.7% | +37.2% |
| 3Y | +127.1% | +14.6% | +112.5% | +179.9% |
| All | +139.2% | +18.4% | +120.8% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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