+555.8%
BHP vs XME
+242.3%
+313.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +3.4% | +6.0% | -2.6% | -1.5% |
| 3M | +4.1% | -7.7% | +11.8% | +10.2% |
| 6M | +20.6% | +1.0% | +19.6% | +19.0% |
| YTD | +56.1% | +14.6% | +41.4% | +38.6% |
| 1Y | +69.6% | +46.0% | +23.6% | +23.0% |
| 3Y | +78.8% | +127.0% | -48.2% | -10.8% |
| 5Y | +113.1% | +175.8% | -62.8% | -12.2% |
| 10Y | +505.9% | +414.6% | +91.3% | +39.7% |
| All | +555.8% | +242.3% | +313.5% | +84.7% |
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