+35.9%
BN vs XME
+118.5%
-82.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.3% |
| 7D | +4.3% | -0.2% | +4.5% | +4.3% |
| 30D | +14.3% | -9.2% | +23.5% | +19.7% |
| 3M | -4.1% | -17.8% | +13.7% | +5.3% |
| 6M | -9.7% | -20.0% | +10.4% | -0.4% |
| YTD | -7.1% | -6.6% | -0.6% | -8.0% |
| 1Y | -7.4% | +1.8% | -9.2% | -13.1% |
| 3Y | +102.3% | +98.7% | +3.6% | +22.9% |
| 5Y | +35.9% | +123.9% | -88.0% | -21.9% |
| All | +35.9% | +118.5% | -82.5% | -21.9% |
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