+974.0%
BN vs XME
+179.0%
+795.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.4% |
| 7D | +4.3% | -0.2% | +4.5% | +4.3% |
| 30D | +14.3% | -9.2% | +23.5% | +19.1% |
| 3M | -4.1% | -17.8% | +13.7% | +4.3% |
| 6M | -9.7% | -20.0% | +10.4% | -1.5% |
| YTD | -7.1% | -6.6% | -0.6% | -6.9% |
| 1Y | -7.4% | +1.8% | -9.2% | -11.1% |
| 3Y | +102.3% | +98.7% | +3.6% | +40.3% |
| 5Y | +35.9% | +123.9% | -88.0% | -12.2% |
| 10Y | +289.2% | +277.9% | +11.3% | +84.4% |
| All | +974.0% | +179.0% | +795.0% | +343.4% |
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