+22.6%
BAC vs XME
+108.0%
-85.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.6% |
| 7D | +3.2% | +0.3% | +2.9% | +3.0% |
| 30D | -0.7% | -6.1% | +5.4% | +1.4% |
| 3M | -20.0% | -18.6% | -1.4% | -14.1% |
| 6M | +3.4% | -23.9% | +27.3% | +13.0% |
| YTD | -5.7% | -9.3% | +3.6% | -5.8% |
| 1Y | -1.4% | +1.8% | -3.2% | -6.6% |
| 3Y | +97.9% | +93.0% | +4.9% | +34.6% |
| All | +22.6% | +108.0% | -85.4% | -23.4% |
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