+94.1%
BP vs XME
+184.7%
-90.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -2.4% |
| 7D | -6.9% | +0.9% | -7.8% | -7.4% |
| 30D | -3.6% | -7.3% | +3.7% | -0.6% |
| 3M | +8.4% | -14.8% | +23.2% | +15.5% |
| 6M | +5.3% | -18.4% | +23.7% | +12.6% |
| YTD | +33.2% | -4.7% | +37.8% | +29.6% |
| 1Y | +28.2% | +5.7% | +22.5% | +18.0% |
| 3Y | +49.2% | +104.0% | -54.7% | -4.2% |
| 5Y | +102.9% | +122.4% | -19.6% | +21.0% |
| 10Y | +127.7% | +285.4% | -157.7% | -0.7% |
| All | +94.1% | +184.7% | -90.6% | -22.9% |
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