+65.6%
XME vs BTG
+378.0%
-312.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.8% |
| 7D | +3.6% | +4.8% | -1.2% | +2.4% |
| 30D | +3.6% | +8.3% | -4.7% | +1.6% |
| 3M | +1.2% | +32.3% | -31.1% | -5.9% |
| 6M | +9.0% | +3.0% | +6.1% | +6.9% |
| YTD | +15.9% | +21.9% | -6.0% | +8.8% |
| 1Y | +43.2% | +28.2% | +15.0% | +32.2% |
| 3Y | +137.4% | +99.9% | +37.5% | +92.8% |
| 5Y | +185.0% | +73.6% | +111.5% | +137.0% |
| 10Y | +409.5% | +136.5% | +273.0% | +264.0% |
| All | +65.6% | +378.0% | -312.4% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling