+166.3%
XME vs BTG
+78.0%
+88.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -4.2% | -3.8% | -0.5% | -2.8% |
| 30D | -2.7% | +3.6% | -6.3% | -4.2% |
| 3M | -3.9% | +32.0% | -35.9% | -14.8% |
| 6M | -1.0% | +3.4% | -4.3% | -4.6% |
| YTD | +9.8% | +20.8% | -11.0% | -1.4% |
| 1Y | +32.5% | +22.4% | +10.1% | +17.0% |
| 3Y | +124.3% | +91.7% | +32.6% | +56.0% |
| All | +166.3% | +78.0% | +88.3% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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