+166.3%
XME vs BR
+8.0%
+158.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.2% | -3.0% | -1.2% | -3.2% |
| 30D | -2.7% | -0.3% | -2.4% | -2.8% |
| 3M | -3.9% | +17.3% | -21.2% | -10.1% |
| 6M | -1.0% | -6.7% | +5.7% | +1.4% |
| YTD | +9.8% | -23.4% | +33.3% | +22.8% |
| 1Y | +32.5% | -32.7% | +65.2% | +58.7% |
| 3Y | +124.3% | -5.9% | +130.3% | +118.4% |
| All | +166.3% | +8.0% | +158.3% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling