-34.0%
BROS vs XME
+34.9%
-68.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | -5.8% | -4.2% | -1.5% | -4.3% |
| 30D | -14.0% | -2.7% | -11.2% | -13.1% |
| 3M | -32.5% | -3.9% | -28.6% | -31.4% |
| 6M | -14.9% | -1.0% | -13.9% | -15.5% |
| YTD | -28.3% | +9.8% | -38.1% | -30.5% |
| 1Y | -34.0% | +32.5% | -66.5% | -41.8% |
| All | -34.0% | +34.9% | -68.8% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling