+66.0%
BHP vs XME
+46.4%
+19.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | -5.0% | -0.1% | -4.9% | -4.9% |
| 30D | +1.2% | +6.0% | -4.8% | -2.8% |
| 3M | +1.8% | -7.7% | +9.6% | +6.4% |
| 6M | +18.0% | +1.0% | +17.1% | +16.4% |
| YTD | +52.7% | +14.6% | +38.1% | +43.1% |
| 1Y | +66.0% | +46.0% | +20.0% | +41.0% |
| All | +66.0% | +46.4% | +19.6% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling