+200.6%
BBY vs XME
+244.0%
-43.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.2% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | +6.8% | +1.4% | +5.4% | +5.9% |
| 3M | +18.7% | +2.7% | +16.0% | +16.4% |
| 6M | +37.3% | +6.5% | +30.8% | +31.2% |
| YTD | +35.3% | +15.2% | +20.1% | +23.9% |
| 1Y | +20.7% | +43.5% | -22.8% | +0.2% |
| 3Y | +39.4% | +135.9% | -96.4% | -6.8% |
| 5Y | -1.5% | +181.5% | -182.9% | -40.2% |
| 10Y | +239.8% | +436.9% | -197.1% | +50.6% |
| All | +200.6% | +244.0% | -43.4% | +16.6% |
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