+300.6%
BN vs XME
+274.0%
+26.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -1.1% |
| 7D | -2.4% | +1.5% | -3.9% | -3.3% |
| 30D | +13.5% | -7.3% | +20.8% | +17.6% |
| 3M | -5.9% | -17.4% | +11.5% | +2.9% |
| 6M | -8.9% | -21.8% | +12.9% | +1.5% |
| YTD | -7.9% | -6.0% | -1.9% | -8.4% |
| 1Y | -8.3% | +3.8% | -12.1% | -13.8% |
| 3Y | +100.8% | +100.0% | +0.7% | +29.5% |
| 5Y | +38.2% | +116.1% | -77.8% | -16.0% |
| All | +300.6% | +274.0% | +26.6% | +55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling