+90.7%
BP vs XME
+242.3%
-151.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.9% | -0.1% | +4.0% | +3.9% |
| 30D | +7.6% | +6.0% | +1.6% | +4.1% |
| 3M | +0.7% | -7.7% | +8.4% | +3.1% |
| 6M | +15.5% | +1.0% | +14.5% | +11.3% |
| YTD | +30.8% | +14.6% | +16.2% | +17.7% |
| 1Y | +34.3% | +46.0% | -11.6% | +5.6% |
| 3Y | +35.1% | +127.0% | -92.0% | -16.8% |
| 5Y | +126.8% | +175.8% | -49.0% | +22.9% |
| 10Y | +123.4% | +414.6% | -291.3% | -14.7% |
| All | +90.7% | +242.3% | -151.6% | -30.0% |
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