+70.3%
BROS vs XME
+134.4%
-64.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.1% |
| 7D | -0.9% | +3.6% | -4.5% | -2.7% |
| 30D | -13.5% | +3.6% | -17.1% | -15.1% |
| 3M | -18.4% | +1.2% | -19.7% | -19.3% |
| 6M | -10.6% | +9.0% | -19.6% | -15.9% |
| YTD | -25.1% | +15.9% | -41.0% | -32.4% |
| 1Y | -28.6% | +43.2% | -71.8% | -44.4% |
| All | +70.3% | +134.4% | -64.1% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling