-65.6%
BAX vs XME
+176.5%
-242.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -5.5% | +6.0% | -11.4% | -7.1% |
| 3M | +33.5% | -7.7% | +41.3% | +35.7% |
| 6M | +35.9% | +1.0% | +34.9% | +34.1% |
| YTD | +35.4% | +14.6% | +20.7% | +28.7% |
| 1Y | +9.8% | +46.0% | -36.2% | -2.9% |
| 3Y | -32.7% | +127.0% | -159.7% | -47.9% |
| All | -65.6% | +176.5% | -242.1% | -74.4% |
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