+170.0%
XME vs BR
+1,286.0%
-1,115.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +2.6% |
| 7D | +3.6% | -5.9% | +9.6% | +7.4% |
| 30D | +3.6% | +1.9% | +1.7% | +2.1% |
| 3M | +1.2% | +14.7% | -13.4% | -8.4% |
| 6M | +9.0% | -12.8% | +21.8% | +15.5% |
| YTD | +15.9% | -23.0% | +39.0% | +31.0% |
| 1Y | +43.2% | -31.7% | +74.9% | +74.2% |
| 3Y | +137.4% | -4.8% | +142.1% | +128.0% |
| 5Y | +185.0% | +7.8% | +177.2% | +146.4% |
| 10Y | +409.5% | +184.1% | +225.4% | +112.4% |
| All | +170.0% | +1,286.0% | -1,115.9% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling