+33.2%
BN vs XME
+183.2%
-150.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | -3.0% | -0.2% | -2.8% | -2.9% |
| 30D | -13.0% | +1.4% | -14.4% | -13.9% |
| 3M | -15.2% | +2.7% | -18.0% | -17.2% |
| 6M | -5.9% | +6.5% | -12.4% | -10.8% |
| YTD | -15.8% | +15.2% | -31.0% | -24.7% |
| 1Y | -12.2% | +43.5% | -55.7% | -31.9% |
| 3Y | +72.2% | +135.9% | -63.7% | -2.4% |
| 5Y | +33.2% | +181.5% | -148.3% | -31.1% |
| All | +33.2% | +183.2% | -150.0% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling