+75.6%
BN vs XME
+136.1%
-60.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.2% |
| 7D | -1.2% | +3.6% | -4.8% | -3.0% |
| 30D | -10.9% | +3.6% | -14.5% | -12.8% |
| 3M | -11.1% | +1.2% | -12.3% | -12.3% |
| 6M | -4.4% | +9.0% | -13.4% | -10.5% |
| YTD | -14.1% | +15.9% | -30.1% | -24.2% |
| 1Y | -11.1% | +43.2% | -54.2% | -33.2% |
| 3Y | +75.6% | +137.4% | -61.8% | -17.3% |
| All | +75.6% | +136.1% | -60.6% | -17.3% |
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 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