+62.8%
BAC vs XME
+179.0%
-116.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.5% |
| 7D | +2.1% | -0.2% | +2.2% | +1.9% |
| 30D | -6.7% | -9.2% | +2.5% | -1.5% |
| 3M | -20.2% | -17.8% | -2.5% | -11.2% |
| 6M | -0.2% | -20.0% | +19.8% | +10.8% |
| YTD | -6.4% | -6.6% | +0.2% | -7.5% |
| 1Y | -3.1% | +1.8% | -4.9% | -9.7% |
| 3Y | +96.7% | +98.7% | -2.0% | +15.1% |
| 5Y | +21.3% | +123.9% | -102.6% | -38.1% |
| 10Y | +237.7% | +277.9% | -40.2% | +12.7% |
| All | +62.8% | +179.0% | -116.1% | -46.1% |
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 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