+135.8%
BP vs XME
+179.6%
-43.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.1% |
| 7D | +0.9% | +3.6% | -2.7% | -0.3% |
| 30D | +9.1% | +3.6% | +5.5% | +7.5% |
| 3M | +3.9% | +1.2% | +2.7% | +2.7% |
| 6M | +13.6% | +9.0% | +4.6% | +7.6% |
| YTD | +34.0% | +15.9% | +18.1% | +22.7% |
| 1Y | +39.2% | +43.2% | -4.0% | +14.0% |
| 3Y | +36.4% | +137.4% | -101.0% | -14.8% |
| 5Y | +135.8% | +185.0% | -49.3% | +27.8% |
| All | +135.8% | +179.6% | -43.8% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling