+955.0%
BN vs XME
+175.1%
+779.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | 0.0% |
| 7D | -0.3% | +5.3% | -5.6% | -2.7% |
| 30D | +13.6% | -8.2% | +21.8% | +17.8% |
| 3M | -6.7% | -18.4% | +11.7% | +1.8% |
| 6M | -9.0% | -22.8% | +13.9% | +1.0% |
| YTD | -8.8% | -7.9% | -0.9% | -8.0% |
| 1Y | -10.6% | -0.9% | -9.8% | -13.1% |
| 3Y | +98.8% | +96.0% | +2.8% | +38.7% |
| 5Y | +33.6% | +110.3% | -76.7% | -11.1% |
| 10Y | +298.3% | +272.8% | +25.5% | +89.9% |
| All | +955.0% | +175.1% | +779.9% | +338.4% |
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