+97.0%
BP vs XME
+180.8%
-83.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.2% |
| 7D | -0.8% | +1.5% | -2.3% | -1.7% |
| 30D | -3.1% | -7.3% | +4.1% | -0.2% |
| 3M | +6.2% | -17.4% | +23.6% | +14.7% |
| 6M | +4.8% | -21.8% | +26.6% | +14.3% |
| YTD | +35.2% | -6.0% | +41.1% | +32.4% |
| 1Y | +27.4% | +3.8% | +23.6% | +18.3% |
| 3Y | +49.8% | +100.0% | -50.3% | -3.0% |
| 5Y | +109.4% | +116.1% | -6.7% | +26.7% |
| 10Y | +135.7% | +280.6% | -144.9% | +3.4% |
| All | +97.0% | +180.8% | -83.8% | -21.2% |
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