+134.0%
BP vs XME
+426.6%
-292.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +2.7% |
| 7D | +5.7% | -3.0% | +8.8% | +7.3% |
| 30D | +8.1% | -2.6% | +10.7% | +8.9% |
| 3M | +8.6% | +2.2% | +6.5% | +5.8% |
| 6M | +18.1% | +0.7% | +17.4% | +13.7% |
| YTD | +37.6% | +10.9% | +26.7% | +24.4% |
| 1Y | +39.4% | +35.7% | +3.7% | +10.6% |
| 3Y | +40.1% | +127.1% | -87.1% | -20.2% |
| 5Y | +141.3% | +168.5% | -27.2% | +17.9% |
| All | +134.0% | +426.6% | -292.5% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling