+65.9%
BLK vs XME
+122.1%
-56.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | -3.3% | -4.2% | +0.9% | -1.8% |
| 30D | -6.5% | -2.7% | -3.8% | -5.8% |
| 3M | +6.7% | -3.9% | +10.7% | +7.8% |
| 6M | +14.7% | -1.0% | +15.7% | +13.6% |
| YTD | +2.5% | +9.8% | -7.3% | -3.9% |
| 1Y | -2.8% | +32.5% | -35.3% | -16.9% |
| 3Y | +65.9% | +124.3% | -58.5% | +3.8% |
| All | +65.9% | +122.1% | -56.2% | +3.8% |
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