+1,225.5%
BLK vs XME
+244.0%
+981.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -2.7% | -0.2% | -2.4% | -2.6% |
| 30D | -4.8% | +1.4% | -6.2% | -5.7% |
| 3M | +6.5% | +2.7% | +3.7% | +4.1% |
| 6M | +13.2% | +6.5% | +6.6% | +7.9% |
| YTD | +1.8% | +15.2% | -13.4% | -7.3% |
| 1Y | -1.0% | +43.5% | -44.5% | -19.6% |
| 3Y | +66.0% | +135.9% | -69.9% | +3.8% |
| 5Y | +31.2% | +181.5% | -150.2% | -27.1% |
| 10Y | +278.5% | +436.9% | -158.3% | +41.5% |
| All | +1,225.5% | +244.0% | +981.5% | +362.4% |
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