+101.4%
BAC vs XME
+242.3%
-140.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -0.4% | +6.0% | -6.4% | -4.5% |
| 3M | +16.9% | -7.7% | +24.6% | +20.6% |
| 6M | +26.6% | +1.0% | +25.7% | +22.0% |
| YTD | +15.8% | +14.6% | +1.2% | +1.7% |
| 1Y | +27.2% | +46.0% | -18.8% | -5.8% |
| 3Y | +132.4% | +127.0% | +5.4% | +26.4% |
| 5Y | +72.6% | +175.8% | -103.2% | -22.3% |
| 10Y | +389.7% | +414.6% | -24.9% | +34.3% |
| All | +101.4% | +242.3% | -140.9% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling