+45.0%
BBY vs XME
+122.1%
-77.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.4% |
| 7D | +0.6% | -4.2% | +4.8% | +2.0% |
| 30D | +9.4% | -2.7% | +12.1% | +10.1% |
| 3M | +19.3% | -3.9% | +23.3% | +20.4% |
| 6M | +47.9% | -1.0% | +48.9% | +46.0% |
| YTD | +39.6% | +9.8% | +29.7% | +28.7% |
| 1Y | +22.2% | +32.5% | -10.4% | +1.2% |
| 3Y | +45.0% | +124.3% | -79.4% | -14.9% |
| All | +45.0% | +122.1% | -77.1% | -14.9% |
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