-26.4%
BA vs XME
+108.0%
-134.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.7% |
| 7D | -1.1% | +0.3% | -1.4% | -1.4% |
| 30D | -7.1% | -6.1% | -1.0% | -4.8% |
| 3M | -25.5% | -18.6% | -6.9% | -18.6% |
| 6M | -28.7% | -23.9% | -4.8% | -20.0% |
| YTD | -21.0% | -9.3% | -11.7% | -20.3% |
| 1Y | -11.9% | +1.8% | -13.6% | -16.7% |
| 3Y | -16.2% | +93.0% | -109.2% | -46.9% |
| All | -26.4% | +108.0% | -134.4% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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