+18.4%
BROS vs XME
+172.2%
-153.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.7% | +0.3% | -1.4% |
| 7D | -6.1% | -3.0% | -3.0% | -4.4% |
| 30D | -12.4% | -2.6% | -9.8% | -11.2% |
| 3M | -27.9% | +2.2% | -30.1% | -29.2% |
| 6M | -16.8% | +0.7% | -17.5% | -18.5% |
| YTD | -29.0% | +10.9% | -40.0% | -34.7% |
| 1Y | -33.2% | +35.7% | -68.9% | -46.4% |
| 3Y | +56.8% | +127.1% | -70.4% | -10.4% |
| All | +18.4% | +172.2% | -153.8% | -31.3% |
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