+1,874.3%
BE vs XME
+100.3%
+1,773.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.7% | +12.3% | +12.1% |
| 7D | +4.5% | +1.5% | +3.0% | +3.9% |
| 30D | -20.1% | -7.3% | -12.9% | -10.4% |
| 3M | -0.8% | -17.4% | +16.6% | +27.9% |
| 6M | -26.2% | -21.8% | -4.4% | +2.4% |
| YTD | +141.1% | -6.0% | +147.0% | +169.7% |
| 1Y | +64.8% | +3.8% | +61.1% | +68.2% |
| All | +1,874.3% | +100.3% | +1,773.9% | +654.2% |
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