+567.2%
BHP vs XME
+246.2%
+321.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.9% |
| 7D | +1.3% | +3.6% | -2.3% | -1.5% |
| 30D | +4.0% | +3.6% | +0.3% | +0.8% |
| 3M | +12.3% | +1.2% | +11.1% | +10.7% |
| 6M | +30.8% | +9.0% | +21.8% | +21.6% |
| YTD | +58.8% | +15.9% | +42.8% | +39.8% |
| 1Y | +76.8% | +43.2% | +33.7% | +30.3% |
| 3Y | +87.5% | +137.4% | -49.9% | -9.7% |
| 5Y | +123.9% | +185.0% | -61.2% | -10.0% |
| 10Y | +504.4% | +409.5% | +94.9% | +40.6% |
| All | +567.2% | +246.2% | +321.1% | +86.3% |
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