+911.5%
BE vs XME
+251.2%
+660.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.1% |
| 7D | +20.0% | -0.1% | +20.1% | +19.8% |
| 30D | +7.9% | +6.0% | +1.9% | +0.1% |
| 3M | -13.2% | -7.7% | -5.5% | -4.6% |
| 6M | +53.5% | +1.0% | +52.5% | +53.6% |
| YTD | +191.0% | +14.6% | +176.4% | +157.4% |
| 1Y | +360.5% | +46.0% | +314.6% | +227.1% |
| 3Y | +1,568.0% | +127.0% | +1,441.0% | +652.6% |
| 5Y | +1,055.2% | +175.8% | +879.4% | +333.7% |
| All | +911.5% | +251.2% | +660.3% | +132.6% |
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