+73.2%
BHP vs XME
+124.3%
-51.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.7% | -1.6% | -2.9% |
| 7D | -3.7% | -3.0% | -0.7% | -1.7% |
| 30D | -0.8% | -2.6% | +1.7% | +0.7% |
| 3M | +7.6% | +2.2% | +5.5% | +5.9% |
| 6M | +20.8% | +0.7% | +20.1% | +20.0% |
| YTD | +50.8% | +10.9% | +39.8% | +41.0% |
| 1Y | +70.9% | +35.7% | +35.2% | +39.8% |
| All | +73.2% | +124.3% | -51.1% | -4.1% |
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