+126.6%
BHP vs XME
+183.2%
-56.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.7% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +4.0% | +1.4% | +2.6% | +2.8% |
| 3M | +11.3% | +2.7% | +8.5% | +8.9% |
| 6M | +29.3% | +6.5% | +22.8% | +23.7% |
| YTD | +59.2% | +15.2% | +44.0% | +44.0% |
| 1Y | +80.8% | +43.5% | +37.3% | +39.6% |
| 3Y | +88.0% | +135.9% | -47.9% | +0.4% |
| 5Y | +126.6% | +181.5% | -54.8% | +8.2% |
| All | +126.6% | +183.2% | -56.6% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling