-14.9%
BAX vs XME
+99.4%
-114.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | +3.6% | -0.2% | +3.8% | +3.6% |
| 30D | +8.5% | -9.2% | +17.7% | +11.3% |
| 3M | -4.9% | -17.8% | +12.9% | +0.2% |
| 6M | +47.0% | -20.0% | +67.0% | +55.0% |
| YTD | +38.4% | -6.6% | +45.0% | +37.4% |
| 1Y | +49.1% | +1.8% | +47.4% | +43.4% |
| 3Y | -14.9% | +98.7% | -113.6% | -38.4% |
| All | -14.9% | +99.4% | -114.3% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling