+223.6%
XME vs BRKR
+1,074.2%
-850.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.2% | -8.7% | +4.5% | -1.4% |
| 30D | -2.7% | -9.9% | +7.1% | +0.5% |
| 3M | -3.9% | -3.1% | -0.8% | -5.0% |
| 6M | -1.0% | +45.5% | -46.5% | -15.5% |
| YTD | +9.8% | +13.7% | -3.9% | +1.2% |
| 1Y | +32.5% | +67.4% | -34.9% | +6.4% |
| 3Y | +124.3% | -13.2% | +137.6% | +110.6% |
| 5Y | +165.8% | -39.5% | +205.3% | +174.8% |
| 10Y | +411.8% | +153.5% | +258.3% | +209.9% |
| All | +223.6% | +1,074.2% | -850.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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