+919.4%
BN vs XME
+242.3%
+677.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.5% | -0.1% | -2.4% | -2.4% |
| 30D | -9.5% | +6.0% | -15.5% | -12.2% |
| 3M | -10.4% | -7.7% | -2.6% | -7.9% |
| 6M | -6.4% | +1.0% | -7.3% | -8.2% |
| YTD | -11.9% | +14.6% | -26.5% | -19.3% |
| 1Y | -8.6% | +46.0% | -54.6% | -25.9% |
| 3Y | +77.6% | +127.0% | -49.5% | +16.5% |
| 5Y | +37.0% | +175.8% | -138.8% | -19.5% |
| 10Y | +266.4% | +414.6% | -148.2% | +50.7% |
| All | +919.4% | +242.3% | +677.1% | +284.6% |
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