+34.3%
BP vs XME
+46.4%
-12.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +3.9% | -0.1% | +4.0% | +4.0% |
| 30D | +7.6% | +6.0% | +1.6% | +7.7% |
| 3M | +0.7% | -7.7% | +8.4% | +1.4% |
| 6M | +15.5% | +1.0% | +14.5% | +16.6% |
| YTD | +30.8% | +14.6% | +16.2% | +31.8% |
| 1Y | +34.3% | +46.0% | -11.6% | +36.3% |
| All | +34.3% | +46.4% | -12.1% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling